+72.0%
QBTS vs TSCO
-11.8%
+83.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.2% |
| 7D | +1.3% | -5.7% | +7.0% | +2.7% |
| 30D | -19.0% | -8.8% | -10.2% | -17.4% |
| 3M | -29.5% | +6.3% | -35.8% | -30.5% |
| 6M | -11.2% | -32.3% | +21.1% | -4.0% |
| YTD | -35.8% | -32.7% | -3.1% | -30.5% |
| 1Y | +1.7% | -43.7% | +45.4% | +13.7% |
| 3Y | +1,470.1% | -19.7% | +1,489.8% | +1,533.9% |
| All | +72.0% | -11.8% | +83.8% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling