-39.7%
TSLL vs QBTS
-65.9%
+26.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.6% | +11.0% | +6.4% |
| 7D | +33.0% | +8.7% | +24.2% | +27.8% |
| 30D | +7.7% | -26.5% | +34.2% | +20.9% |
| 3M | +34.7% | -52.6% | +87.3% | +77.9% |
| 6M | -31.5% | -56.0% | +24.5% | -9.4% |
| YTD | -42.4% | -62.4% | +20.0% | -24.3% |
| 1Y | -39.7% | -62.7% | +23.0% | -23.2% |
| All | -39.7% | -65.9% | +26.2% | -23.2% |
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