-10.1%
QBTS vs TDY
-7.1%
-3.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -0.9% |
| 7D | +3.8% | -1.8% | +5.7% | +6.4% |
| 30D | -15.2% | -13.8% | -1.4% | +4.2% |
| 3M | -27.2% | -3.9% | -23.3% | -22.2% |
| 6M | -10.1% | -9.0% | -1.1% | +3.8% |
| All | -10.1% | -7.1% | -3.0% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling