-6.4%
TSLL vs OKLO
+130.2%
-136.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.1% |
| 7D | +17.8% | +1.6% | +16.3% | +17.2% |
| 30D | +8.2% | -17.6% | +25.9% | +14.2% |
| 3M | +20.9% | -48.5% | +69.4% | +44.2% |
| 6M | -37.5% | -65.7% | +28.2% | -17.2% |
| YTD | -44.5% | -66.7% | +22.2% | -28.2% |
| 1Y | -33.0% | -76.5% | +43.5% | -6.8% |
| 3Y | -6.4% | +132.5% | -138.8% | -48.3% |
| All | -6.4% | +130.2% | -136.6% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling