-60.3%
TSLL vs OKLO
+97.3%
-157.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.2% | -8.7% | -18.2% |
| 7D | -28.9% | -28.4% | -0.5% | -21.5% |
| 30D | -21.4% | -50.2% | +28.8% | -4.4% |
| 3M | +5.0% | -55.3% | +60.3% | +30.7% |
| 6M | -36.6% | -71.9% | +35.4% | -11.1% |
| YTD | -56.6% | -73.2% | +16.6% | -40.1% |
| 1Y | -60.9% | -84.2% | +23.3% | -39.4% |
| 3Y | -25.2% | +86.4% | -111.6% | -52.7% |
| All | -60.3% | +97.3% | -157.6% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling