+68.7%
QBTS vs TFC
+38.6%
+30.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | +3.8% | -1.3% | +5.1% | +4.5% |
| 30D | -15.2% | -2.3% | -12.9% | -14.3% |
| 3M | -27.2% | +2.5% | -29.7% | -29.1% |
| 6M | -10.1% | +9.5% | -19.6% | -15.8% |
| YTD | -34.5% | +5.1% | -39.6% | -37.3% |
| 1Y | +6.0% | +15.5% | -9.5% | -3.4% |
| 3Y | +1,779.3% | +95.2% | +1,684.1% | +1,212.6% |
| 5Y | +75.4% | +14.5% | +60.9% | +31.5% |
| All | +68.7% | +38.6% | +30.0% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling