-6.2%
IONQ vs TSLQ
-50.5%
+44.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +6.8% |
| 7D | +0.8% | -5.8% | +6.6% | -1.3% |
| 30D | -1.0% | -22.1% | +21.1% | -9.7% |
| 3M | -39.8% | +10.1% | -49.9% | -29.8% |
| 6M | +6.4% | -6.8% | +13.2% | +21.4% |
| YTD | -11.9% | +8.5% | -20.5% | +9.0% |
| 1Y | -6.2% | -49.7% | +43.6% | -3.4% |
| All | -6.2% | -50.5% | +44.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling