-18.4%
TSLL vs QBTS
+1,081.4%
-1,099.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +18.0% | -9.4% | +4.4% |
| 7D | -21.2% | +0.3% | -21.5% | -21.0% |
| 30D | -13.3% | -29.8% | +16.5% | -5.8% |
| 3M | +15.4% | -45.0% | +60.3% | +32.6% |
| 6M | -34.2% | -55.2% | +21.0% | -22.4% |
| YTD | -52.9% | -59.2% | +6.3% | -44.3% |
| 1Y | -54.3% | -62.4% | +8.0% | -45.9% |
| 3Y | -18.4% | +1,264.0% | -1,282.4% | -63.4% |
| All | -18.4% | +1,081.4% | -1,099.8% | -63.4% |
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