-56.8%
TSLL vs OKLO
+142.0%
-198.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +22.7% | -14.0% | +2.2% |
| 7D | -21.2% | -6.7% | -14.5% | -19.5% |
| 30D | -13.3% | -36.0% | +22.7% | -1.9% |
| 3M | +15.4% | -44.2% | +59.6% | +34.4% |
| 6M | -34.2% | -70.4% | +36.2% | -9.7% |
| YTD | -52.9% | -67.2% | +14.3% | -38.8% |
| 1Y | -54.3% | -77.9% | +23.6% | -35.5% |
| 3Y | -18.4% | +128.4% | -146.8% | -51.4% |
| All | -56.8% | +142.0% | -198.9% | -74.7% |
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