+74.1%
QBTS vs TEL
+90.3%
-16.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.8% | +8.3% | +7.9% |
| 7D | +6.8% | -1.4% | +8.3% | +7.8% |
| 30D | -14.9% | -4.9% | -10.0% | -11.9% |
| 3M | -31.6% | +0.1% | -31.7% | -31.8% |
| 6M | -4.9% | +0.4% | -5.3% | -5.9% |
| YTD | -32.4% | -8.9% | -23.5% | -28.3% |
| 1Y | +14.6% | -0.3% | +14.9% | +16.8% |
| 3Y | +1,839.6% | +67.6% | +1,772.0% | +1,423.4% |
| 5Y | +81.2% | +50.7% | +30.6% | +44.8% |
| All | +74.1% | +90.3% | -16.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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