+819.3%
QBTS vs TEM
+101.4%
+717.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.6% | -4.0% | -6.6% |
| 7D | +1.1% | +3.5% | -2.5% | +0.2% |
| 30D | -28.1% | +13.5% | -41.6% | -31.9% |
| 3M | -48.1% | +46.3% | -94.4% | -57.6% |
| 6M | -53.6% | +61.5% | -115.1% | -63.9% |
| YTD | -59.9% | +36.4% | -96.3% | -66.2% |
| 1Y | -64.3% | +12.2% | -76.5% | -67.2% |
| All | +819.3% | +101.4% | +717.9% | +540.4% |
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