+36.0%
TSM vs OKLO
-81.5%
+117.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.8% | +3.6% | -1.0% |
| 7D | -10.0% | -18.4% | +8.5% | -6.0% |
| 30D | -18.5% | -38.5% | +20.0% | -10.0% |
| 3M | -4.9% | -48.9% | +44.1% | +8.1% |
| 6M | -1.0% | -67.8% | +66.8% | +21.4% |
| YTD | +31.3% | -69.2% | +100.4% | +55.6% |
| 1Y | +36.0% | -80.3% | +116.3% | +69.1% |
| All | +36.0% | -81.5% | +117.5% | +69.1% |
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