-55.4%
TSLL vs QBTS
+59.0%
-114.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.6% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | +17.8% | -22.5% | +40.2% | +22.9% |
| 3M | -37.0% | -40.0% | +3.0% | -31.7% |
| 6M | -37.7% | -12.3% | -25.4% | -37.0% |
| YTD | -51.4% | -36.6% | -14.8% | -48.8% |
| 1Y | -23.4% | +8.4% | -31.8% | -26.9% |
| 3Y | -30.8% | +1,380.4% | -1,411.1% | -58.4% |
| All | -55.4% | +59.0% | -114.4% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling