+290.7%
TSM vs OKLO
+337.5%
-46.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.8% |
| 7D | +6.0% | +12.4% | -6.4% | +4.8% |
| 30D | +4.5% | -10.6% | +15.1% | +5.5% |
| 3M | +3.1% | -26.5% | +29.6% | +5.8% |
| 6M | +30.2% | -25.6% | +55.9% | +32.5% |
| YTD | +45.2% | -39.6% | +84.9% | +49.4% |
| 1Y | +79.6% | -38.8% | +118.3% | +82.4% |
| 3Y | +411.0% | +318.1% | +92.9% | +335.3% |
| 5Y | +290.7% | +339.7% | -49.0% | +238.3% |
| All | +290.7% | +337.5% | -46.8% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling