+1,354.4%
QBTS vs TEM
+61.6%
+1,292.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -22.5% | +38.4% | -60.9% | -34.4% |
| 3M | -40.0% | +23.7% | -63.7% | -46.4% |
| 6M | -12.3% | +26.0% | -38.3% | -22.0% |
| YTD | -36.6% | +9.4% | -46.0% | -40.1% |
| 1Y | +8.4% | -17.3% | +25.7% | +14.2% |
| All | +1,354.4% | +61.6% | +1,292.8% | +1,035.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling