-62.7%
QBTS vs TMF
-29.9%
-32.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.4% | -3.2% | -5.1% |
| 7D | +8.7% | -8.2% | +16.9% | +14.1% |
| 30D | -26.5% | +5.3% | -31.8% | -29.1% |
| 3M | -52.6% | -8.5% | -44.1% | -49.9% |
| 6M | -56.0% | -17.2% | -38.8% | -51.0% |
| YTD | -62.4% | -23.4% | -39.0% | -57.3% |
| 1Y | -62.7% | -30.2% | -32.5% | -54.0% |
| All | -62.7% | -29.9% | -32.9% | -54.0% |
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 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