+4.9%
QBTS vs TMF
-90.6%
+95.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +2.6% | -3.4% | +6.0% | +2.9% |
| 30D | -22.5% | +11.5% | -34.0% | -23.3% |
| 3M | -47.4% | -4.5% | -42.8% | -47.2% |
| 6M | -55.7% | -15.0% | -40.7% | -55.0% |
| YTD | -59.3% | -19.9% | -39.4% | -58.6% |
| 1Y | -63.3% | -26.6% | -36.7% | -62.4% |
| 3Y | +1,379.2% | -29.8% | +1,409.0% | +1,400.5% |
| 5Y | +8.3% | -88.2% | +96.5% | +15.0% |
| All | +4.9% | -90.6% | +95.5% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling