+313.5%
OKLO vs TSEM
+735.6%
-422.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.8% | -4.3% | +0.2% |
| 7D | +2.8% | +6.9% | -4.1% | -0.2% |
| 30D | -4.0% | +5.3% | -9.3% | -6.8% |
| 3M | -36.9% | -14.9% | -22.0% | -34.4% |
| 6M | -37.1% | +80.0% | -117.2% | -54.9% |
| YTD | -42.5% | +89.4% | -131.8% | -59.7% |
| 1Y | -40.7% | +253.1% | -293.8% | -68.3% |
| 3Y | +299.1% | +642.1% | -343.0% | +81.5% |
| 5Y | +317.3% | +659.1% | -341.8% | +89.3% |
| All | +313.5% | +735.6% | -422.0% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling