-59.1%
QBTS vs TMF
-30.5%
-28.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.1% |
| 7D | -10.5% | -9.3% | -1.2% | -5.7% |
| 30D | -20.5% | +1.9% | -22.5% | -21.7% |
| 3M | -54.3% | -11.2% | -43.0% | -50.9% |
| 6M | -55.4% | -17.7% | -37.7% | -50.5% |
| YTD | -63.4% | -24.5% | -39.0% | -58.4% |
| 1Y | -59.1% | -29.4% | -29.7% | -51.6% |
| All | -59.1% | -30.5% | -28.7% | -51.6% |
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