+300.7%
TSM vs OKLO
+325.7%
-25.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +4.8% | +7.7% | -2.9% | +4.0% |
| 30D | +4.0% | -4.3% | +8.4% | +4.3% |
| 3M | +2.0% | -24.6% | +26.6% | +4.4% |
| 6M | +25.5% | -31.1% | +56.6% | +28.6% |
| YTD | +44.0% | -40.7% | +84.7% | +48.5% |
| 1Y | +75.4% | -42.4% | +117.9% | +79.1% |
| 3Y | +406.7% | +310.9% | +95.8% | +328.2% |
| 5Y | +285.0% | +332.6% | -47.6% | +227.3% |
| All | +300.7% | +325.7% | -25.0% | +242.4% |
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