-48.4%
TSLL vs OKLO
-78.6%
+30.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +3.6% |
| 7D | -11.0% | +6.8% | -17.8% | -13.3% |
| 30D | -5.3% | -27.7% | +22.4% | +6.8% |
| 3M | +20.8% | -43.6% | +64.4% | +48.5% |
| 6M | -36.0% | -65.4% | +29.4% | -8.1% |
| YTD | -47.3% | -65.0% | +17.8% | -28.3% |
| 1Y | -48.4% | -77.5% | +29.1% | -23.5% |
| All | -48.4% | -78.6% | +30.1% | -23.5% |
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