+8.4%
QBTS vs TJX
-4.4%
+12.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.5% |
| 7D | -2.4% | -2.2% | -0.2% | -3.5% |
| 30D | -22.5% | -17.1% | -5.3% | -30.1% |
| 3M | -40.0% | -16.5% | -23.5% | -44.7% |
| 6M | -12.3% | -17.8% | +5.5% | -21.6% |
| YTD | -36.6% | -13.2% | -23.4% | -39.3% |
| 1Y | +8.4% | -5.2% | +13.6% | +15.5% |
| All | +8.4% | -4.4% | +12.9% | +15.5% |
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