+3.3%
QBTS vs TMF
-90.6%
+93.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.8% | -8.3% |
| 7D | +1.1% | -1.1% | +2.1% | +1.2% |
| 30D | -28.1% | +11.8% | -39.9% | -28.9% |
| 3M | -48.1% | -4.0% | -44.1% | -47.9% |
| 6M | -53.6% | -16.5% | -37.0% | -52.8% |
| YTD | -59.9% | -19.9% | -40.0% | -59.2% |
| 1Y | -64.3% | -25.6% | -38.7% | -63.5% |
| 3Y | +1,355.6% | -29.9% | +1,385.4% | +1,376.6% |
| 5Y | +6.6% | -88.2% | +94.9% | +13.2% |
| All | +3.3% | -90.6% | +93.9% | +11.2% |
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