-5.8%
QBTS vs TENB
+9.3%
-15.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -10.5% | -3.3% | -7.2% | -9.7% |
| 30D | -20.5% | +6.9% | -27.5% | -21.6% |
| 3M | -54.3% | +1.8% | -56.1% | -54.8% |
| 6M | -55.4% | +98.1% | -153.5% | -62.1% |
| YTD | -63.4% | +73.2% | -136.7% | -68.4% |
| 1Y | -59.1% | +50.7% | -109.8% | -63.7% |
| 3Y | +1,216.8% | +9.3% | +1,207.5% | +1,146.6% |
| 5Y | -2.6% | -25.1% | +22.5% | -5.9% |
| All | -5.8% | +9.3% | -15.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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