+129.0%
OKLO vs TLN
+733.8%
-604.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -7.4% |
| 7D | +27.3% | +22.3% | +5.1% | +7.3% |
| 30D | -23.1% | +1.2% | -24.3% | -23.6% |
| 3M | -45.8% | +5.9% | -51.7% | -49.3% |
| 6M | -66.8% | +3.2% | -70.0% | -68.5% |
| YTD | -65.9% | +3.2% | -69.1% | -69.0% |
| 1Y | -78.0% | +5.2% | -83.2% | -80.2% |
| 3Y | +137.4% | +606.3% | -468.9% | -6.2% |
| All | +129.0% | +733.8% | -604.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling