+65.5%
QBTS vs TNA
+12.3%
+53.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.3% |
| 7D | +1.3% | -7.3% | +8.6% | +4.9% |
| 30D | -19.0% | -14.2% | -4.8% | -12.9% |
| 3M | -29.5% | -4.6% | -24.9% | -27.0% |
| 6M | -11.2% | +36.9% | -48.1% | -20.2% |
| YTD | -35.8% | +42.5% | -78.3% | -42.7% |
| 1Y | +1.7% | +45.8% | -44.1% | -8.4% |
| 3Y | +1,470.1% | +104.7% | +1,365.4% | +1,146.4% |
| 5Y | +72.3% | -21.7% | +94.0% | +41.7% |
| All | +65.5% | +12.3% | +53.2% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling