+1,500.0%
QBTS vs TSLQ
-95.6%
+1,595.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +3.8% | -8.0% | +11.8% | +1.5% |
| 30D | -15.2% | -23.8% | +8.6% | -21.1% |
| 3M | -27.2% | -7.0% | -20.2% | -23.7% |
| 6M | -10.1% | -17.1% | +7.0% | -2.9% |
| YTD | -34.5% | +0.1% | -34.6% | -23.3% |
| 1Y | +6.0% | -51.2% | +57.2% | +6.9% |
| All | +1,500.0% | -95.6% | +1,595.6% | +1,484.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling