+332.6%
OKLO vs TSEM
+654.3%
-321.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | +7.7% | +4.7% | +3.0% | +5.5% |
| 30D | -4.3% | -14.2% | +9.9% | +1.6% |
| 3M | -24.6% | -5.0% | -19.6% | -25.5% |
| 6M | -31.1% | +87.6% | -118.7% | -51.8% |
| YTD | -40.7% | +84.4% | -125.1% | -58.2% |
| 1Y | -42.4% | +235.4% | -277.9% | -68.8% |
| 3Y | +310.9% | +668.0% | -357.1% | +86.7% |
| 5Y | +332.6% | +644.7% | -312.1% | +98.2% |
| All | +332.6% | +654.3% | -321.7% | +98.2% |
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