-54.3%
TSLL vs OKLO
-80.4%
+26.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +22.7% | -14.0% | -0.5% |
| 7D | -21.2% | -6.7% | -14.5% | -19.0% |
| 30D | -13.3% | -36.0% | +22.7% | +2.4% |
| 3M | +15.4% | -44.2% | +59.6% | +41.6% |
| 6M | -34.2% | -70.4% | +36.2% | -1.7% |
| YTD | -52.9% | -67.2% | +14.3% | -34.5% |
| 1Y | -54.3% | -77.9% | +23.6% | -33.0% |
| All | -54.3% | -80.4% | +26.1% | -33.0% |
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