+1,329.3%
QBTS vs TYL
-8.1%
+1,337.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.4% |
| 7D | -2.4% | -3.7% | +1.3% | -1.5% |
| 30D | -22.5% | +18.7% | -41.2% | -26.2% |
| 3M | -40.0% | +18.1% | -58.1% | -43.6% |
| 6M | -12.3% | -1.1% | -11.2% | -11.8% |
| YTD | -36.6% | -19.8% | -16.8% | -29.4% |
| 1Y | +8.4% | -34.3% | +42.8% | +34.0% |
| All | +1,329.3% | -8.1% | +1,337.4% | +959.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling