+65.5%
QBTS vs TSCO
+35.0%
+30.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.2% |
| 7D | +1.3% | -5.7% | +7.0% | +2.6% |
| 30D | -19.0% | -8.8% | -10.2% | -17.5% |
| 3M | -29.5% | +6.3% | -35.8% | -30.4% |
| 6M | -11.2% | -32.3% | +21.1% | -4.7% |
| YTD | -35.8% | -32.7% | -3.1% | -31.1% |
| 1Y | +1.7% | -43.7% | +45.4% | +12.5% |
| 3Y | +1,470.1% | -19.7% | +1,489.8% | +1,531.2% |
| 5Y | +72.3% | -11.6% | +83.9% | +83.0% |
| All | +65.5% | +35.0% | +30.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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