-60.3%
TSLL vs QBTS
-13.2%
-47.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.8% | -9.1% | -19.7% |
| 7D | -28.9% | -21.7% | -7.2% | -25.6% |
| 30D | -21.4% | -42.7% | +21.2% | -13.5% |
| 3M | +5.0% | -57.7% | +62.7% | +21.5% |
| 6M | -36.6% | -58.0% | +21.4% | -27.4% |
| YTD | -56.6% | -65.4% | +8.7% | -49.4% |
| 1Y | -60.9% | -70.8% | +10.0% | -53.6% |
| 3Y | -25.2% | +930.8% | -956.0% | -50.8% |
| All | -60.3% | -13.2% | -47.0% | -75.5% |
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