+65.5%
QBTS vs TDY
+54.8%
+10.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | +1.3% | -1.1% | +2.5% | +2.0% |
| 30D | -19.0% | -12.0% | -7.0% | -12.6% |
| 3M | -29.5% | -3.2% | -26.3% | -27.7% |
| 6M | -11.2% | -7.9% | -3.3% | -6.0% |
| YTD | -35.8% | +18.2% | -54.0% | -39.9% |
| 1Y | +1.7% | +6.7% | -5.0% | +0.4% |
| 3Y | +1,470.1% | +47.5% | +1,422.5% | +1,268.9% |
| 5Y | +72.3% | +39.5% | +32.8% | +55.0% |
| All | +65.5% | +54.8% | +10.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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