+341.5%
TSM vs OKLO
+161.3%
+180.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +1.9% |
| 7D | -2.5% | +14.1% | -16.6% | -4.2% |
| 30D | -14.3% | -22.7% | +8.4% | -12.2% |
| 3M | -7.2% | -44.6% | +37.3% | -2.1% |
| 6M | -5.1% | -63.0% | +57.9% | +3.5% |
| YTD | +28.9% | -62.6% | +91.5% | +38.7% |
| 1Y | +37.1% | -76.2% | +113.3% | +52.2% |
| 3Y | +341.5% | +160.8% | +180.6% | +274.8% |
| All | +341.5% | +161.3% | +180.1% | +274.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling