+68.7%
QBTS vs TJX
+107.5%
-38.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.0% |
| 7D | +3.8% | -4.0% | +7.8% | +4.0% |
| 30D | -15.2% | -20.3% | +5.1% | -14.2% |
| 3M | -27.2% | -23.3% | -3.9% | -26.2% |
| 6M | -10.1% | -19.7% | +9.7% | -9.2% |
| YTD | -34.5% | -17.1% | -17.4% | -34.2% |
| 1Y | +6.0% | -8.8% | +14.8% | +5.2% |
| 3Y | +1,779.3% | +43.4% | +1,735.9% | +1,713.5% |
| 5Y | +75.4% | +95.2% | -19.8% | +73.5% |
| All | +68.7% | +107.5% | -38.9% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling