+1,361.4%
QBTS vs TEM
+46.9%
+1,314.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.5% | -0.9% |
| 7D | -1.0% | -9.2% | +8.2% | +3.3% |
| 30D | -17.6% | +5.5% | -23.1% | -21.1% |
| 3M | -28.3% | +18.7% | -47.1% | -35.1% |
| 6M | -11.2% | +15.4% | -26.6% | -17.8% |
| YTD | -36.3% | -0.5% | -35.8% | -37.2% |
| 1Y | +3.9% | -24.8% | +28.7% | +14.1% |
| All | +1,361.4% | +46.9% | +1,314.6% | +1,089.3% |
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