+70.2%
QBTS vs TMF
-87.5%
+157.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -22.5% | -2.8% | -19.7% | -22.3% |
| 3M | -40.0% | -10.9% | -29.1% | -39.4% |
| 6M | -12.3% | -21.3% | +9.0% | -10.6% |
| YTD | -36.6% | -15.9% | -20.7% | -35.7% |
| 1Y | +8.4% | -15.7% | +24.2% | +9.5% |
| 3Y | +1,380.4% | -43.4% | +1,423.7% | +1,409.7% |
| All | +70.2% | -87.5% | +157.7% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling