+1.7%
QBTS vs TSCO
-42.3%
+43.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.4% |
| 7D | +1.3% | -5.7% | +7.0% | +3.7% |
| 30D | -19.0% | -8.8% | -10.2% | -16.1% |
| 3M | -29.5% | +6.3% | -35.8% | -31.4% |
| 6M | -11.2% | -32.3% | +21.1% | +5.1% |
| YTD | -35.8% | -32.7% | -3.1% | -24.3% |
| 1Y | +1.7% | -43.7% | +45.4% | +56.0% |
| All | +1.7% | -42.3% | +43.9% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling