+74.1%
QBTS vs TSCO
+44.3%
+29.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.4% |
| 7D | +6.8% | +1.7% | +5.2% | +6.5% |
| 30D | -14.9% | +2.8% | -17.7% | -15.4% |
| 3M | -31.6% | +17.9% | -49.5% | -33.9% |
| 6M | -4.9% | -28.6% | +23.6% | +0.8% |
| YTD | -32.4% | -28.0% | -4.4% | -28.5% |
| 1Y | +14.6% | -39.9% | +54.4% | +25.0% |
| 3Y | +1,839.6% | -14.0% | +1,853.6% | +1,887.8% |
| 5Y | +81.2% | -2.9% | +84.1% | +89.5% |
| All | +74.1% | +44.3% | +29.8% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling