-48.9%
TSLL vs OKLO
+165.8%
-214.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.9% |
| 7D | +0.5% | +16.9% | -16.4% | -3.6% |
| 30D | +2.7% | -19.7% | +22.4% | +9.1% |
| 3M | +26.3% | -45.0% | +71.3% | +48.0% |
| 6M | -37.2% | -66.9% | +29.7% | -16.2% |
| YTD | -44.2% | -64.0% | +19.7% | -29.4% |
| 1Y | -44.0% | -75.2% | +31.2% | -23.2% |
| 3Y | 0.0% | +151.1% | -151.0% | -42.0% |
| All | -48.9% | +165.8% | -214.7% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling