+63.3%
QBTS vs TCOM
+20.3%
+43.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -2.4% | -9.5% | +7.1% | -0.6% |
| 30D | -22.5% | -10.7% | -11.8% | -20.9% |
| 3M | -40.0% | -14.6% | -25.4% | -38.4% |
| 6M | -12.3% | -19.3% | +7.0% | -8.8% |
| YTD | -36.6% | -42.9% | +6.3% | -30.2% |
| 1Y | +8.4% | -43.8% | +52.2% | +19.7% |
| 3Y | +1,380.4% | +2.1% | +1,378.3% | +1,363.4% |
| 5Y | +69.7% | +31.2% | +38.5% | +63.1% |
| All | +63.3% | +20.3% | +43.1% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling