+68.7%
QBTS vs TDG
+128.1%
-59.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.7% |
| 7D | +3.8% | -2.4% | +6.3% | +4.5% |
| 30D | -15.2% | -8.0% | -7.2% | -13.4% |
| 3M | -27.2% | -10.5% | -16.7% | -25.1% |
| 6M | -10.1% | -11.9% | +1.8% | -7.4% |
| YTD | -34.5% | -15.4% | -19.2% | -32.2% |
| 1Y | +6.0% | -14.2% | +20.2% | +9.5% |
| 3Y | +1,779.3% | +51.0% | +1,728.2% | +1,688.5% |
| 5Y | +75.4% | +126.5% | -51.0% | +67.1% |
| All | +68.7% | +128.1% | -59.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling