+3.3%
QBTS vs TYL
-5.9%
+9.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.5% | -8.8% |
| 7D | +1.1% | +4.3% | -3.2% | -0.1% |
| 30D | -28.1% | +28.0% | -56.0% | -32.5% |
| 3M | -48.1% | +32.3% | -80.4% | -52.0% |
| 6M | -53.6% | +29.9% | -83.5% | -57.6% |
| YTD | -59.9% | -7.1% | -52.8% | -59.3% |
| 1Y | -64.3% | -9.2% | -55.1% | -63.5% |
| 3Y | +1,355.6% | +0.7% | +1,354.8% | +1,317.8% |
| 5Y | +6.6% | -21.1% | +27.7% | +1.9% |
| All | +3.3% | -5.9% | +9.2% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling