+763.2%
QBTS vs TEM
+89.7%
+673.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.5% | -3.1% | -5.6% |
| 7D | +8.7% | +7.8% | +1.0% | +5.8% |
| 30D | -26.5% | +11.2% | -37.7% | -29.6% |
| 3M | -52.6% | +39.0% | -91.5% | -60.3% |
| 6M | -56.0% | +61.6% | -117.6% | -65.7% |
| YTD | -62.4% | +28.5% | -90.9% | -67.4% |
| 1Y | -62.7% | +6.7% | -69.5% | -65.0% |
| All | +763.2% | +89.7% | +673.4% | +517.8% |
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