-51.7%
TSLL vs QBTS
+0.5%
-52.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.6% | +2.4% |
| 7D | -11.0% | +1.1% | -12.1% | -10.9% |
| 30D | -5.3% | -28.1% | +22.8% | +0.3% |
| 3M | +20.8% | -48.1% | +68.9% | +35.1% |
| 6M | -36.0% | -53.6% | +17.6% | -28.0% |
| YTD | -47.3% | -59.9% | +12.6% | -40.0% |
| 1Y | -48.4% | -64.3% | +15.9% | -40.8% |
| 3Y | -5.4% | +1,355.6% | -1,361.0% | -40.3% |
| All | -51.7% | +0.5% | -52.2% | -71.0% |
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