+738.6%
QBTS vs TEM
+79.0%
+659.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.7% | +2.8% | -0.3% |
| 7D | -10.5% | -5.9% | -4.6% | -7.9% |
| 30D | -20.5% | +4.8% | -25.3% | -22.0% |
| 3M | -54.3% | +31.9% | -86.1% | -60.9% |
| 6M | -55.4% | +56.0% | -111.4% | -64.8% |
| YTD | -63.4% | +21.3% | -84.7% | -67.5% |
| 1Y | -59.1% | +5.4% | -64.5% | -61.3% |
| All | +738.6% | +79.0% | +659.6% | +515.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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