+13.0%
QBTS vs TFC
+39.1%
-26.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.3% |
| 7D | +13.7% | +0.3% | +13.4% | +13.5% |
| 30D | -21.3% | +9.2% | -30.4% | -25.2% |
| 3M | -44.7% | -2.9% | -41.8% | -44.0% |
| 6M | -49.2% | +3.5% | -52.7% | -50.9% |
| YTD | -56.1% | +5.4% | -61.6% | -58.1% |
| 1Y | -61.1% | +17.3% | -78.4% | -65.2% |
| 3Y | +1,511.0% | +96.7% | +1,414.3% | +1,017.6% |
| 5Y | +16.6% | -1.1% | +17.7% | -12.3% |
| All | +13.0% | +39.1% | -26.1% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling