+77.1%
QBTS vs TSLQ
-97.3%
+174.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.0% | +14.5% | +3.8% |
| 7D | +6.8% | -8.6% | +15.4% | +4.2% |
| 30D | -14.9% | -24.9% | +10.0% | -21.3% |
| 3M | -31.6% | -1.5% | -30.1% | -26.6% |
| 6M | -4.9% | -18.1% | +13.1% | +2.3% |
| YTD | -32.4% | -0.1% | -32.3% | -20.6% |
| 1Y | +14.6% | -51.4% | +66.0% | +15.0% |
| 3Y | +1,839.6% | -95.9% | +1,935.5% | +1,470.7% |
| All | +77.1% | -97.3% | +174.3% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling