+273.4%
OKLO vs TSLQ
-97.2%
+370.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -9.4% |
| 7D | -12.2% | -6.6% | -5.6% | -13.6% |
| 30D | -19.7% | -24.3% | +4.6% | -24.2% |
| 3M | -37.4% | -3.6% | -33.8% | -34.9% |
| 6M | -42.3% | -12.0% | -30.3% | -38.5% |
| YTD | -49.5% | +1.4% | -50.9% | -43.4% |
| 1Y | -54.7% | -43.6% | -11.2% | -53.4% |
| 3Y | +249.6% | -95.4% | +345.0% | +196.4% |
| All | +273.4% | -97.2% | +370.6% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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