-5.8%
QBTS vs TYL
-5.4%
-0.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -10.5% | +0.8% | -11.3% | -10.7% |
| 30D | -20.5% | +21.1% | -41.7% | -24.4% |
| 3M | -54.3% | +28.9% | -83.2% | -57.4% |
| 6M | -55.4% | +42.0% | -97.4% | -60.4% |
| YTD | -63.4% | -6.6% | -56.9% | -62.9% |
| 1Y | -59.1% | -9.1% | -50.1% | -58.2% |
| 3Y | +1,216.8% | +1.8% | +1,215.0% | +1,179.0% |
| 5Y | -2.6% | -22.9% | +20.3% | -6.9% |
| All | -5.8% | -5.4% | -0.4% | -9.7% |
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