-23.4%
TSLL vs OKLO
-42.7%
+19.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.6% | -15.4% | -13.1% |
| 7D | +1.9% | +2.8% | -0.9% | +0.9% |
| 30D | +17.8% | -4.0% | +21.8% | +18.6% |
| 3M | -37.0% | -36.9% | -0.1% | -27.7% |
| 6M | -37.7% | -37.1% | -0.5% | -30.5% |
| YTD | -51.4% | -42.5% | -8.9% | -45.2% |
| 1Y | -23.4% | -40.7% | +17.4% | -5.0% |
| All | -23.4% | -42.7% | +19.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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