-10.8%
QBTS vs TYL
-4.0%
-6.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.7% | -14.5% | -13.2% |
| 7D | -21.7% | +15.1% | -36.8% | -24.4% |
| 30D | -42.7% | +30.1% | -72.7% | -46.4% |
| 3M | -57.7% | +40.4% | -98.1% | -61.4% |
| 6M | -58.0% | +31.3% | -89.3% | -61.7% |
| YTD | -65.4% | -5.2% | -60.2% | -65.0% |
| 1Y | -70.8% | -6.6% | -64.2% | -70.4% |
| 3Y | +930.8% | +3.4% | +927.4% | +899.7% |
| 5Y | -7.8% | -19.3% | +11.4% | -12.3% |
| All | -10.8% | -4.0% | -6.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling