-64.3%
QBTS vs TYL
-8.1%
-56.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.5% | -8.5% |
| 7D | +1.1% | +4.3% | -3.2% | +1.5% |
| 30D | -28.1% | +28.0% | -56.0% | -26.6% |
| 3M | -48.1% | +32.3% | -80.4% | -47.1% |
| 6M | -53.6% | +29.9% | -83.5% | -52.4% |
| YTD | -59.9% | -7.1% | -52.8% | -56.0% |
| 1Y | -64.3% | -9.2% | -55.1% | -61.4% |
| All | -64.3% | -8.1% | -56.3% | -61.4% |
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