+258.6%
TSM vs OKLO
+168.4%
+90.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 6M | -5.1% | -63.0% | +57.9% | +3.6% |
| YTD | +28.9% | -62.6% | +91.5% | +38.7% |
| 1Y | +37.1% | -76.2% | +113.3% | +52.4% |
| 3Y | +341.5% | +160.8% | +180.6% | +289.5% |
| 5Y | +245.7% | +172.5% | +73.2% | +206.9% |
| All | +258.6% | +168.4% | +90.2% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling