+8.4%
QBTS vs TSLQ
-50.5%
+58.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.0% | -13.4% | +4.2% |
| 7D | -2.4% | -5.8% | +3.4% | -4.4% |
| 30D | -22.5% | -22.1% | -0.4% | -29.4% |
| 3M | -40.0% | +10.1% | -50.1% | -29.8% |
| 6M | -12.3% | -6.8% | -5.6% | +0.1% |
| YTD | -36.6% | +8.5% | -45.1% | -21.1% |
| 1Y | +8.4% | -49.7% | +58.2% | +34.3% |
| All | +8.4% | -50.5% | +58.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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