-5.8%
TLT vs QBTS
-65.2%
+59.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | -1.2% |
| 7D | -0.3% | +1.1% | -1.3% | -0.3% |
| 30D | +3.7% | -28.1% | +31.8% | +4.1% |
| 3M | -0.7% | -48.1% | +47.4% | +0.1% |
| 6M | -4.2% | -53.6% | +49.4% | -3.6% |
| YTD | -4.0% | -59.9% | +56.0% | -3.4% |
| 1Y | -5.8% | -64.3% | +58.5% | -5.3% |
| All | -5.8% | -65.2% | +59.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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