-51.7%
TSLL vs OKLO
+157.9%
-209.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.8% |
| 7D | -11.0% | +6.8% | -17.8% | -12.4% |
| 30D | -5.3% | -27.7% | +22.4% | +3.5% |
| 3M | +20.8% | -43.6% | +64.4% | +40.6% |
| 6M | -36.0% | -65.4% | +29.4% | -15.5% |
| YTD | -47.3% | -65.0% | +17.8% | -32.7% |
| 1Y | -48.4% | -77.5% | +29.1% | -27.6% |
| 3Y | -5.4% | +143.6% | -149.0% | -44.7% |
| All | -51.7% | +157.9% | -209.6% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling