+70.1%
QBTS vs TFC
+17.7%
+52.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -2.4% | +2.4% | -4.8% | -3.9% |
| 30D | -22.5% | -1.3% | -21.2% | -21.9% |
| 3M | -40.0% | +6.1% | -46.1% | -43.1% |
| 6M | -12.3% | +7.3% | -19.7% | -17.4% |
| YTD | -36.6% | +8.2% | -44.8% | -40.7% |
| 1Y | +8.4% | +14.4% | -6.0% | -1.8% |
| 3Y | +1,380.4% | +93.7% | +1,286.6% | +876.9% |
| All | +70.1% | +17.7% | +52.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling