+65.5%
QBTS vs TJX
+107.4%
-41.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +1.3% | -4.6% | +5.9% | +1.6% |
| 30D | -19.0% | -17.2% | -1.8% | -18.2% |
| 3M | -29.5% | -24.9% | -4.6% | -28.4% |
| 6M | -11.2% | -19.7% | +8.5% | -10.3% |
| YTD | -35.8% | -17.2% | -18.6% | -35.4% |
| 1Y | +1.7% | -9.4% | +11.1% | +1.0% |
| 3Y | +1,470.1% | +43.1% | +1,427.0% | +1,415.1% |
| 5Y | +72.3% | +96.7% | -24.4% | +70.4% |
| All | +65.5% | +107.4% | -41.9% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling