+1,470.1%
QBTS vs TDG
+52.1%
+1,418.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | +1.3% | -1.9% | +3.2% | +2.3% |
| 30D | -19.0% | -7.7% | -11.3% | -15.7% |
| 3M | -29.5% | -9.3% | -20.1% | -26.0% |
| 6M | -11.2% | -9.4% | -1.8% | -7.2% |
| YTD | -35.8% | -14.3% | -21.5% | -31.9% |
| 1Y | +1.7% | -11.8% | +13.5% | +6.4% |
| 3Y | +1,470.1% | +52.0% | +1,418.1% | +912.1% |
| All | +1,470.1% | +52.1% | +1,418.0% | +912.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling