+64.1%
QBTS vs TCOM
+13.4%
+50.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -1.0% | -6.5% | +5.6% | +0.3% |
| 30D | -17.6% | -16.2% | -1.4% | -14.9% |
| 3M | -28.3% | -19.3% | -9.0% | -25.6% |
| 6M | -11.2% | -27.2% | +16.0% | -5.8% |
| YTD | -36.3% | -46.2% | +9.9% | -29.1% |
| 1Y | +3.9% | -46.6% | +50.5% | +15.8% |
| 3Y | +1,728.8% | +8.4% | +1,720.4% | +1,698.1% |
| 5Y | +70.9% | +25.8% | +45.1% | +66.0% |
| All | +64.1% | +13.4% | +50.7% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling