-65.1%
QBTS vs TNA
+37.5%
-102.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -4.8% |
| 7D | -11.8% | +2.4% | -14.2% | -14.3% |
| 30D | -33.6% | -0.9% | -32.7% | -33.0% |
| 3M | -52.5% | -19.2% | -33.2% | -39.3% |
| 6M | -50.4% | -0.8% | -49.5% | -48.7% |
| YTD | -60.3% | +33.2% | -93.5% | -70.8% |
| 1Y | -65.1% | +38.5% | -103.6% | -74.8% |
| All | -65.1% | +37.5% | -102.6% | -74.8% |
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