+1,055.8%
QBTS vs TYL
+5.0%
+1,050.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.7% | -14.5% | -13.0% |
| 7D | -21.7% | +15.1% | -36.8% | -23.3% |
| 30D | -42.7% | +30.1% | -72.7% | -45.0% |
| 3M | -57.7% | +40.4% | -98.1% | -60.3% |
| 6M | -58.0% | +31.3% | -89.3% | -60.4% |
| YTD | -65.4% | -5.2% | -60.2% | -62.9% |
| 1Y | -70.8% | -6.6% | -64.2% | -68.6% |
| All | +1,055.8% | +5.0% | +1,050.8% | +981.4% |
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 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