+5.2%
QBTS vs TMF
-90.2%
+95.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.2% | +18.2% | +18.0% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | -29.8% | +19.7% | -49.6% | -31.1% |
| 3M | -45.0% | -2.1% | -42.9% | -44.9% |
| 6M | -55.2% | -13.4% | -41.7% | -54.7% |
| YTD | -59.2% | -16.7% | -42.4% | -58.6% |
| 1Y | -62.4% | -23.3% | -39.0% | -61.7% |
| 3Y | +1,264.0% | -24.8% | +1,288.8% | +1,278.3% |
| 5Y | +8.8% | -88.0% | +96.8% | +15.0% |
| All | +5.2% | -90.2% | +95.5% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling