+1,470.1%
QBTS vs TJX
+42.7%
+1,427.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +1.3% | -4.6% | +5.9% | +2.3% |
| 30D | -19.0% | -17.2% | -1.8% | -15.6% |
| 3M | -29.5% | -24.9% | -4.6% | -24.7% |
| 6M | -11.2% | -19.7% | +8.5% | -7.5% |
| YTD | -35.8% | -17.2% | -18.6% | -34.2% |
| 1Y | +1.7% | -9.4% | +11.1% | -2.1% |
| 3Y | +1,470.1% | +43.1% | +1,427.0% | +942.9% |
| All | +1,470.1% | +42.7% | +1,427.4% | +942.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling