+5.2%
QBTS vs TYL
-6.2%
+11.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.3% | +20.3% | +18.5% |
| 7D | +0.3% | +6.7% | -6.4% | -1.4% |
| 30D | -29.8% | +26.5% | -56.4% | -34.0% |
| 3M | -45.0% | +37.3% | -82.3% | -49.6% |
| 6M | -55.2% | +31.2% | -86.3% | -59.3% |
| YTD | -59.2% | -7.4% | -51.8% | -58.5% |
| 1Y | -62.4% | -9.6% | -52.8% | -61.5% |
| 3Y | +1,264.0% | +1.9% | +1,262.1% | +1,224.4% |
| 5Y | +8.8% | -21.1% | +29.9% | +4.0% |
| All | +5.2% | -6.2% | +11.4% | +1.0% |
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