-3.1%
QBTS vs TYL
-5.5%
+2.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.2% | -7.5% |
| 7D | +8.7% | -1.6% | +10.3% | +9.0% |
| 30D | -26.5% | +22.1% | -48.6% | -30.2% |
| 3M | -52.6% | +33.4% | -85.9% | -56.2% |
| 6M | -56.0% | +36.8% | -92.8% | -60.4% |
| YTD | -62.4% | -6.7% | -55.7% | -61.8% |
| 1Y | -62.7% | -9.2% | -53.5% | -61.9% |
| 3Y | +1,266.7% | +1.2% | +1,265.5% | +1,230.1% |
| 5Y | +0.2% | -23.0% | +23.2% | -4.2% |
| All | -3.1% | -5.5% | +2.4% | -7.1% |
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