+8.4%
QBTS vs TNA
+70.0%
-61.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | -22.5% | -4.9% | -17.6% | -17.5% |
| 3M | -40.0% | +0.4% | -40.4% | -39.3% |
| 6M | -12.3% | +32.5% | -44.9% | -33.8% |
| YTD | -36.6% | +53.7% | -90.3% | -59.4% |
| 1Y | +8.4% | +65.1% | -56.7% | -27.3% |
| All | +8.4% | +70.0% | -61.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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