-80.3%
OKLO vs TYL
-10.1%
-70.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.7% | -10.5% | -4.5% |
| 7D | -18.4% | +17.3% | -35.7% | -14.5% |
| 30D | -38.5% | +28.9% | -67.4% | -33.8% |
| 3M | -48.9% | +35.1% | -84.0% | -44.4% |
| 6M | -67.8% | +29.3% | -97.1% | -64.5% |
| YTD | -69.2% | -6.8% | -62.4% | -68.0% |
| 1Y | -80.3% | -9.9% | -70.4% | -80.2% |
| All | -80.3% | -10.1% | -70.2% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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