+72.0%
QBTS vs TDG
+126.1%
-54.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.2% |
| 3M | -29.5% | -9.3% | -20.1% | -27.5% |
| 6M | -11.2% | -9.4% | -1.8% | -8.9% |
| YTD | -35.8% | -14.3% | -21.5% | -33.5% |
| 1Y | +1.7% | -11.8% | +13.5% | +4.5% |
| 3Y | +1,470.1% | +52.0% | +1,418.1% | +1,388.2% |
| All | +72.0% | +126.1% | -54.1% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling