+84.4%
TSM vs OKLO
-42.7%
+127.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.2% |
| 7D | +2.7% | +2.8% | -0.1% | +2.2% |
| 30D | +3.6% | -4.0% | +7.6% | +3.8% |
| 3M | -3.4% | -36.9% | +33.5% | +3.0% |
| 6M | +20.6% | -37.1% | +57.8% | +26.3% |
| YTD | +41.9% | -42.5% | +84.4% | +48.5% |
| 1Y | +84.4% | -40.7% | +125.1% | +107.3% |
| All | +84.4% | -42.7% | +127.0% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling