+145.0%
OKLO vs TYL
-9.8%
+154.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.5% |
| 7D | +27.3% | -1.6% | +28.9% | +27.3% |
| 30D | -23.1% | +22.1% | -45.2% | -22.9% |
| 3M | -45.8% | +33.4% | -79.2% | -45.8% |
| 6M | -66.8% | +36.8% | -103.6% | -66.9% |
| YTD | -65.9% | -6.7% | -59.2% | -64.9% |
| 1Y | -78.0% | -9.2% | -68.8% | -77.3% |
| 3Y | +137.4% | +1.2% | +136.2% | +150.7% |
| 5Y | +148.2% | -23.0% | +171.2% | +165.0% |
| All | +145.0% | -9.8% | +154.8% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling