+585.0%
QBTS vs TLN
+678.8%
-93.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -28.1% | -4.6% | -23.5% | -26.1% |
| 3M | -48.1% | +5.2% | -53.3% | -49.9% |
| 6M | -53.6% | -6.5% | -47.0% | -52.5% |
| YTD | -59.9% | -3.6% | -56.3% | -60.2% |
| 1Y | -64.3% | -8.2% | -56.1% | -63.6% |
| 3Y | +1,355.6% | +559.7% | +795.9% | +1,124.1% |
| All | +585.0% | +678.8% | -93.9% | +420.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling