+5.0%
TSLL vs QBTS
-58.1%
+63.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.8% | -9.1% | -12.7% |
| 7D | -28.9% | -21.7% | -7.2% | -15.4% |
| 30D | -21.4% | -42.7% | +21.2% | +12.8% |
| 3M | +5.0% | -57.7% | +62.7% | +83.3% |
| All | +5.0% | -58.1% | +63.1% | +83.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling