-5.8%
QBTS vs TFC
+39.6%
-45.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.5% |
| 7D | -10.5% | +2.3% | -12.7% | -11.5% |
| 30D | -20.5% | +10.8% | -31.3% | -25.1% |
| 3M | -54.3% | -3.8% | -50.5% | -53.4% |
| 6M | -55.4% | +9.6% | -65.0% | -58.4% |
| YTD | -63.4% | +5.8% | -69.2% | -65.2% |
| 1Y | -59.1% | +16.2% | -75.3% | -63.2% |
| 3Y | +1,216.8% | +96.0% | +1,120.8% | +814.8% |
| 5Y | -2.6% | +1.7% | -4.3% | -27.0% |
| All | -5.8% | +39.6% | -45.4% | -28.8% |
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