-37.5%
TLT vs QBTS
+61.8%
-99.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.4% |
| 30D | -0.6% | -22.5% | +21.9% | -0.5% |
| 3M | -2.7% | -40.0% | +37.3% | -2.6% |
| 6M | -5.6% | -12.3% | +6.7% | -5.7% |
| YTD | -2.8% | -36.6% | +33.8% | -2.7% |
| 1Y | -1.4% | +8.4% | -9.9% | -1.7% |
| 3Y | -1.6% | +1,380.4% | -1,381.9% | -5.0% |
| 5Y | -33.8% | +69.7% | -103.5% | -36.3% |
| All | -37.5% | +61.8% | -99.3% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling