+598.0%
QBTS vs TLN
+630.2%
-32.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +7.1% | +10.9% | +14.2% |
| 7D | +0.3% | -1.3% | +1.6% | +1.1% |
| 30D | -29.8% | -10.5% | -19.3% | -25.6% |
| 3M | -45.0% | +0.1% | -45.1% | -45.5% |
| 6M | -55.2% | -17.4% | -37.8% | -51.2% |
| YTD | -59.2% | -9.7% | -49.5% | -58.1% |
| 1Y | -62.4% | -12.3% | -50.1% | -60.7% |
| 3Y | +1,264.0% | +528.3% | +735.7% | +1,083.5% |
| All | +598.0% | +630.2% | -32.2% | +448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling