-65.1%
QBTS vs TSLQ
-17.8%
-47.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | +3.3% |
| 7D | -11.8% | +9.8% | -21.6% | -7.5% |
| 30D | -33.6% | -6.0% | -27.6% | -34.7% |
| 3M | -52.5% | -35.0% | -17.5% | -59.9% |
| 6M | -50.4% | -24.9% | -25.4% | -50.0% |
| YTD | -60.3% | -12.7% | -47.6% | -53.5% |
| 1Y | -65.1% | -21.0% | -44.1% | -59.4% |
| All | -65.1% | -17.8% | -47.3% | -59.4% |
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