+139.7%
OKLO vs TSN
-4.7%
+144.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.2% |
| 30D | -17.6% | +8.5% | -26.1% | -16.1% |
| 3M | -48.5% | +5.3% | -53.8% | -47.7% |
| 6M | -65.7% | -10.5% | -55.2% | -66.2% |
| YTD | -66.7% | +3.0% | -69.6% | -66.1% |
| 1Y | -76.5% | +12.1% | -88.6% | -75.7% |
| 3Y | +132.5% | +43.1% | +89.3% | +139.3% |
| 5Y | +142.8% | -15.1% | +157.9% | +151.2% |
| All | +139.7% | -4.7% | +144.3% | +148.9% |
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