-37.7%
TSLL vs OKLO
-35.3%
-2.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.6% | -15.4% | -13.6% |
| 7D | +1.9% | +2.8% | -0.9% | +0.4% |
| 30D | +17.8% | -4.0% | +21.8% | +18.6% |
| 3M | -37.0% | -36.9% | -0.1% | -23.6% |
| 6M | -37.7% | -37.1% | -0.5% | -24.9% |
| All | -37.7% | -35.3% | -2.4% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling