+1,054.9%
QBTS vs TLN
+602.5%
+452.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +5.1% |
| 7D | +6.8% | +10.9% | -4.1% | +1.0% |
| 30D | -14.9% | -6.3% | -8.6% | -12.0% |
| 3M | -31.6% | -10.7% | -20.9% | -28.3% |
| 6M | -4.9% | +1.6% | -6.6% | -5.4% |
| YTD | -32.4% | -13.1% | -19.3% | -28.6% |
| 1Y | +14.6% | -15.1% | +29.6% | +23.8% |
| 3Y | +1,839.6% | +495.0% | +1,344.6% | +1,647.0% |
| All | +1,054.9% | +602.5% | +452.4% | +834.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling