+35.7%
TSM vs OKLO
-78.6%
+114.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +3.5% |
| 7D | -2.1% | +6.8% | -8.9% | -4.2% |
| 30D | -12.5% | -27.7% | +15.2% | -7.1% |
| 3M | -5.0% | -43.6% | +38.6% | +5.6% |
| 6M | -3.2% | -65.4% | +62.2% | +16.5% |
| YTD | +31.5% | -65.0% | +96.5% | +50.9% |
| 1Y | +35.7% | -77.5% | +113.2% | +63.6% |
| All | +35.7% | -78.6% | +114.3% | +63.6% |
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