-65.1%
QBTS vs TDG
-5.9%
-59.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -11.8% | +7.1% | -18.9% | -15.3% |
| 30D | -33.6% | +11.4% | -45.0% | -37.9% |
| 3M | -52.5% | -4.6% | -47.9% | -51.0% |
| 6M | -50.4% | +5.8% | -56.2% | -52.7% |
| YTD | -60.3% | -8.5% | -51.8% | -63.8% |
| 1Y | -65.1% | -5.8% | -59.3% | -66.9% |
| All | -65.1% | -5.9% | -59.2% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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