+148.2%
OKLO vs TSEM
+333.8%
-185.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.2% |
| 7D | +27.3% | +20.5% | +6.8% | +17.3% |
| 30D | -23.1% | -29.0% | +5.9% | -10.4% |
| 3M | -45.8% | -39.4% | -6.5% | -33.0% |
| 6M | -66.8% | -28.5% | -38.3% | -63.5% |
| YTD | -65.9% | +34.4% | -100.4% | -72.9% |
| 1Y | -78.0% | +48.3% | -126.3% | -83.2% |
| 3Y | +137.4% | +543.5% | -406.2% | +19.4% |
| 5Y | +148.2% | +331.4% | -183.2% | +25.3% |
| All | +148.2% | +333.8% | -185.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling