-55.4%
TSLL vs OKLO
+324.2%
-379.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.6% | -15.4% | -12.8% |
| 7D | +1.9% | +2.8% | -0.9% | +1.1% |
| 30D | +17.8% | -4.0% | +21.8% | +18.5% |
| 3M | -37.0% | -36.9% | -0.1% | -28.9% |
| 6M | -37.7% | -37.1% | -0.5% | -30.9% |
| YTD | -51.4% | -42.5% | -8.9% | -45.6% |
| 1Y | -23.4% | -40.7% | +17.4% | -18.8% |
| 3Y | -30.8% | +299.1% | -329.9% | -64.6% |
| All | -55.4% | +324.2% | -379.6% | -77.5% |
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