+74.1%
QBTS vs TMF
-90.2%
+164.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +6.8% | +1.0% | +5.8% | +6.7% |
| 30D | -14.9% | -1.8% | -13.0% | -14.8% |
| 3M | -31.6% | -8.2% | -23.3% | -31.1% |
| 6M | -4.9% | -19.5% | +14.5% | -3.4% |
| YTD | -32.4% | -16.0% | -16.5% | -31.5% |
| 1Y | +14.6% | -22.5% | +37.1% | +16.5% |
| 3Y | +1,839.6% | -42.3% | +1,881.9% | +1,874.1% |
| 5Y | +81.2% | -87.7% | +168.9% | +91.6% |
| All | +74.1% | -90.2% | +164.2% | +86.8% |
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 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