+274.2%
TSM vs OKLO
+144.5%
+129.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.3% |
| 7D | +14.8% | +27.3% | -12.5% | +11.5% |
| 30D | -8.9% | -23.1% | +14.2% | -6.6% |
| 3M | -5.3% | -45.8% | +40.6% | +0.4% |
| 6M | +2.6% | -66.8% | +69.4% | +13.4% |
| YTD | +34.5% | -65.9% | +100.4% | +46.2% |
| 1Y | +41.0% | -78.0% | +119.0% | +58.2% |
| 3Y | +333.1% | +137.4% | +195.7% | +286.1% |
| 5Y | +270.1% | +148.2% | +121.9% | +231.9% |
| All | +274.2% | +144.5% | +129.7% | +237.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling