-31.5%
TSLL vs OKLO
-67.7%
+36.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.5% | +8.8% | +6.4% |
| 7D | +33.0% | +27.3% | +5.6% | +14.2% |
| 30D | +7.7% | -23.1% | +30.8% | +23.1% |
| 3M | +34.7% | -45.8% | +80.6% | +84.5% |
| 6M | -31.5% | -66.8% | +35.3% | +23.9% |
| All | -31.5% | -67.7% | +36.2% | +23.9% |
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