+6.1%
TLT vs QBTS
+1,160.4%
-1,154.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.3% | 0.0% |
| 7D | +0.3% | +13.7% | -13.4% | +0.2% |
| 30D | +5.1% | -21.3% | +26.4% | +5.2% |
| 3M | -0.2% | -44.7% | +44.6% | -0.1% |
| 6M | -2.9% | -49.2% | +46.3% | -2.8% |
| YTD | -2.7% | -56.1% | +53.5% | -2.6% |
| 1Y | -4.6% | -61.1% | +56.5% | -4.5% |
| 3Y | +6.1% | +1,511.0% | -1,504.9% | +0.6% |
| All | +6.1% | +1,160.4% | -1,154.4% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling