+65.5%
QBTS vs TDG
+131.0%
-65.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | -19.0% | -7.7% | -11.3% | -17.3% |
| 3M | -29.5% | -9.3% | -20.1% | -27.7% |
| 6M | -11.2% | -9.4% | -1.8% | -9.1% |
| YTD | -35.8% | -14.3% | -21.5% | -33.7% |
| 1Y | +1.7% | -11.8% | +13.5% | +4.3% |
| 3Y | +1,470.1% | +52.0% | +1,418.1% | +1,389.7% |
| 5Y | +72.3% | +128.8% | -56.5% | +63.7% |
| All | +65.5% | +131.0% | -65.5% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling