-65.1%
QBTS vs TFC
+20.8%
-85.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | -11.8% | +5.1% | -16.9% | -13.4% |
| 30D | -33.6% | +9.8% | -43.4% | -36.1% |
| 3M | -52.5% | -2.4% | -50.0% | -52.1% |
| 6M | -50.4% | +4.9% | -55.3% | -52.8% |
| YTD | -60.3% | +6.6% | -66.9% | -64.3% |
| 1Y | -65.1% | +21.3% | -86.4% | -76.3% |
| All | -65.1% | +20.8% | -85.9% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling