-65.1%
QBTS vs TMF
-23.9%
-41.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.0% |
| 7D | -11.8% | +4.0% | -15.8% | -13.5% |
| 30D | -33.6% | +19.5% | -53.1% | -39.7% |
| 3M | -52.5% | -3.5% | -48.9% | -51.2% |
| 6M | -50.4% | -10.6% | -39.8% | -47.7% |
| YTD | -60.3% | -17.1% | -43.2% | -57.6% |
| 1Y | -65.1% | -24.3% | -40.8% | -62.8% |
| All | -65.1% | -23.9% | -41.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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