-63.3%
QBTS vs TYL
-8.6%
-54.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.7% |
| 30D | -22.5% | +25.2% | -47.7% | -21.0% |
| 3M | -47.4% | +31.8% | -79.1% | -46.3% |
| 6M | -55.7% | +36.3% | -91.9% | -55.0% |
| YTD | -59.3% | -6.3% | -53.0% | -55.1% |
| 1Y | -63.3% | -9.5% | -53.8% | -60.6% |
| All | -63.3% | -8.6% | -54.6% | -60.6% |
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