-49.1%
TSLL vs QBTS
-8.3%
-40.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.2% |
| 7D | +17.8% | -10.5% | +28.3% | +20.0% |
| 30D | +8.2% | -20.5% | +28.8% | +12.7% |
| 3M | +20.9% | -54.3% | +75.1% | +37.9% |
| 6M | -37.5% | -55.4% | +17.9% | -29.2% |
| YTD | -44.5% | -63.4% | +18.9% | -35.9% |
| 1Y | -33.0% | -59.1% | +26.2% | -24.5% |
| 3Y | -6.4% | +1,216.8% | -1,223.2% | -40.0% |
| All | -49.1% | -8.3% | -40.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling