+313.5%
OKLO vs TSN
-16.7%
+330.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +3.5% |
| 7D | +2.8% | -6.3% | +9.1% | +1.6% |
| 30D | -4.0% | -10.8% | +6.8% | -6.0% |
| 3M | -36.9% | -8.8% | -28.1% | -37.8% |
| 6M | -37.1% | -16.8% | -20.3% | -39.1% |
| YTD | -42.5% | -10.0% | -32.5% | -43.2% |
| 1Y | -40.7% | -5.3% | -35.5% | -40.7% |
| 3Y | +299.1% | +8.5% | +290.6% | +299.0% |
| 5Y | +317.3% | -22.9% | +340.2% | +318.9% |
| All | +313.5% | -16.7% | +330.2% | +316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling