+4.9%
QBTS vs TFC
+39.0%
-34.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.6% | -1.2% | +3.8% | +3.4% |
| 30D | -22.5% | +7.8% | -30.3% | -25.8% |
| 3M | -47.4% | -3.0% | -44.4% | -46.7% |
| 6M | -55.7% | +5.8% | -61.5% | -57.7% |
| YTD | -59.3% | +5.3% | -64.6% | -61.1% |
| 1Y | -63.3% | +15.7% | -78.9% | -66.8% |
| 3Y | +1,379.2% | +94.8% | +1,284.4% | +930.9% |
| 5Y | +8.3% | 0.0% | +8.3% | -18.4% |
| All | +4.9% | +39.0% | -34.0% | -20.4% |
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