+8.3%
QBTS vs TYL
-20.9%
+29.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -22.5% | +25.2% | -47.7% | -27.3% |
| 3M | -47.4% | +31.8% | -79.1% | -51.7% |
| 6M | -55.7% | +36.3% | -91.9% | -60.5% |
| YTD | -59.3% | -6.3% | -53.0% | -58.5% |
| 1Y | -63.3% | -9.5% | -53.8% | -62.1% |
| 3Y | +1,379.2% | +1.6% | +1,377.5% | +1,327.3% |
| 5Y | +8.3% | -21.8% | +30.1% | +0.3% |
| All | +8.3% | -20.9% | +29.2% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling