+311.1%
OKLO vs TSLQ
-97.2%
+408.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -5.7% |
| 7D | +0.1% | +5.7% | -5.6% | +1.8% |
| 30D | -15.2% | -21.1% | +5.9% | -19.0% |
| 3M | -26.2% | -11.5% | -14.7% | -24.7% |
| 6M | -35.0% | -14.9% | -20.1% | -31.3% |
| YTD | -44.4% | +2.4% | -46.8% | -37.5% |
| 1Y | -45.9% | -49.8% | +3.9% | -45.5% |
| 3Y | +284.9% | -95.8% | +380.8% | +227.4% |
| All | +311.1% | -97.2% | +408.3% | +252.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling