+68.7%
QBTS vs TAP
-4.0%
+72.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.3% |
| 7D | +3.8% | -5.1% | +8.9% | +3.0% |
| 30D | -15.2% | -8.4% | -6.8% | -16.3% |
| 3M | -27.2% | -3.9% | -23.3% | -27.3% |
| 6M | -10.1% | -14.4% | +4.3% | -11.2% |
| YTD | -34.5% | -14.7% | -19.8% | -35.3% |
| 1Y | +6.0% | -18.7% | +24.7% | +4.6% |
| 3Y | +1,779.3% | -32.6% | +1,811.9% | +1,722.6% |
| 5Y | +75.4% | -1.4% | +76.8% | +73.1% |
| All | +68.7% | -4.0% | +72.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling