+75.4%
TSM vs OKLO
-39.6%
+115.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +4.8% | +7.7% | -2.9% | +3.4% |
| 30D | +4.0% | -4.3% | +8.4% | +4.5% |
| 3M | +2.0% | -24.6% | +26.6% | +5.8% |
| 6M | +25.5% | -31.1% | +56.6% | +29.9% |
| YTD | +44.0% | -40.7% | +84.7% | +49.9% |
| 1Y | +75.4% | -42.4% | +117.9% | +91.7% |
| All | +75.4% | -39.6% | +115.0% | +91.7% |
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