-65.1%
QBTS vs TCOM
-39.6%
-25.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.7% |
| 7D | -11.8% | +10.7% | -22.5% | -14.2% |
| 30D | -33.6% | +10.1% | -43.7% | -35.4% |
| 3M | -52.5% | -8.9% | -43.6% | -51.0% |
| 6M | -50.4% | -19.2% | -31.2% | -45.5% |
| YTD | -60.3% | -40.6% | -19.7% | -56.8% |
| 1Y | -65.1% | -39.0% | -26.1% | -62.5% |
| All | -65.1% | -39.6% | -25.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling