+262.9%
OKLO vs TSN
-14.1%
+277.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.0% | -10.2% | -9.0% |
| 7D | -12.2% | +3.0% | -15.3% | -11.7% |
| 30D | -19.7% | -4.2% | -15.6% | -20.3% |
| 3M | -37.4% | -3.9% | -33.5% | -37.7% |
| 6M | -42.3% | -9.8% | -32.4% | -43.1% |
| YTD | -49.5% | -7.3% | -42.3% | -49.9% |
| 1Y | -54.7% | -2.2% | -52.5% | -54.4% |
| 3Y | +249.6% | +11.9% | +237.7% | +251.6% |
| 5Y | +268.1% | -16.9% | +285.0% | +271.1% |
| All | +262.9% | -14.1% | +277.1% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling