-65.1%
QBTS vs TYL
-10.1%
-55.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.6% |
| 7D | -11.8% | +17.3% | -29.1% | -10.4% |
| 30D | -33.6% | +28.9% | -62.5% | -32.1% |
| 3M | -52.5% | +35.1% | -87.5% | -51.4% |
| 6M | -50.4% | +29.3% | -79.7% | -48.9% |
| YTD | -60.3% | -6.8% | -53.5% | -57.6% |
| 1Y | -65.1% | -9.9% | -55.2% | -64.2% |
| All | -65.1% | -10.1% | -55.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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