+983.7%
QBTS vs TLN
+583.6%
+400.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -3.4% |
| 7D | -2.4% | +7.1% | -9.5% | -6.0% |
| 30D | -22.5% | -3.9% | -18.6% | -21.0% |
| 3M | -40.0% | -16.2% | -23.9% | -34.8% |
| 6M | -12.3% | -5.8% | -6.5% | -9.5% |
| YTD | -36.6% | -15.4% | -21.2% | -32.1% |
| 1Y | +8.4% | -16.7% | +25.1% | +18.4% |
| 3Y | +1,380.4% | +473.8% | +906.6% | +1,255.3% |
| All | +983.7% | +583.6% | +400.1% | +789.2% |
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