-33.0%
TSLL vs OKLO
-78.1%
+45.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.8% |
| 7D | +17.8% | +1.6% | +16.3% | +16.8% |
| 30D | +8.2% | -17.6% | +25.9% | +16.2% |
| 3M | +20.9% | -48.5% | +69.4% | +53.4% |
| 6M | -37.5% | -65.7% | +28.2% | -10.1% |
| YTD | -44.5% | -66.7% | +22.2% | -23.1% |
| 1Y | -33.0% | -76.5% | +43.5% | -2.9% |
| All | -33.0% | -78.1% | +45.2% | -2.9% |
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