-65.1%
QBTS vs TJX
+4.8%
-69.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +2.5% |
| 7D | -11.8% | +4.6% | -16.4% | -9.9% |
| 30D | -33.6% | +7.7% | -41.3% | -31.4% |
| 3M | -52.5% | -7.8% | -44.6% | -55.5% |
| 6M | -50.4% | -5.8% | -44.6% | -52.6% |
| YTD | -60.3% | -4.9% | -55.4% | -60.6% |
| 1Y | -65.1% | +3.2% | -68.2% | -59.0% |
| All | -65.1% | +4.8% | -69.9% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling