-45.0%
QBTS vs TLN
+2.7%
-47.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +10.9% | +13.9% |
| 7D | +0.3% | -1.3% | +1.6% | 0.0% |
| 30D | -29.8% | -10.5% | -19.3% | -26.8% |
| 3M | -45.0% | +0.1% | -45.1% | -44.4% |
| All | -45.0% | +2.7% | -47.6% | -44.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling