-54.7%
OKLO vs TSLQ
-49.6%
-5.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -9.6% |
| 7D | -12.2% | -6.6% | -5.6% | -14.3% |
| 30D | -19.7% | -24.3% | +4.6% | -26.8% |
| 3M | -37.4% | -3.6% | -33.8% | -34.4% |
| 6M | -42.3% | -12.0% | -30.3% | -37.7% |
| YTD | -49.5% | +1.4% | -50.9% | -41.6% |
| 1Y | -54.7% | -43.6% | -11.2% | -50.8% |
| All | -54.7% | -49.6% | -5.1% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling