+1,839.6%
QBTS vs TCOM
+13.4%
+1,826.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +6.9% |
| 7D | +6.8% | -7.6% | +14.5% | +9.0% |
| 30D | -14.9% | -12.2% | -2.7% | -12.0% |
| 3M | -31.6% | -14.2% | -17.4% | -29.0% |
| 6M | -4.9% | -25.0% | +20.1% | +2.7% |
| YTD | -32.4% | -43.7% | +11.3% | -22.4% |
| 1Y | +14.6% | -44.5% | +59.1% | +32.2% |
| 3Y | +1,839.6% | +13.4% | +1,826.2% | +2,124.1% |
| All | +1,839.6% | +13.4% | +1,826.2% | +2,124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling