+346.5%
OKLO vs TSLQ
-97.3%
+443.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.0% | +12.9% | +2.9% |
| 7D | +12.4% | -8.6% | +21.0% | +10.2% |
| 30D | -10.6% | -24.9% | +14.3% | -15.7% |
| 3M | -26.5% | -1.5% | -25.0% | -22.8% |
| 6M | -25.6% | -18.1% | -7.6% | -22.1% |
| YTD | -39.6% | -0.1% | -39.5% | -32.6% |
| 1Y | -38.8% | -51.4% | +12.6% | -38.8% |
| 3Y | +318.1% | -95.9% | +414.0% | +253.1% |
| All | +346.5% | -97.3% | +443.8% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling