+1.7%
QBTS vs TNA
+52.8%
-51.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | -0.4% |
| 7D | +1.3% | -7.3% | +8.6% | +10.2% |
| 30D | -19.0% | -14.2% | -4.8% | -3.6% |
| 3M | -29.5% | -4.6% | -24.9% | -24.4% |
| 6M | -11.2% | +36.9% | -48.1% | -35.2% |
| YTD | -35.8% | +42.5% | -78.3% | -55.7% |
| 1Y | +1.7% | +45.8% | -44.1% | -26.2% |
| All | +1.7% | +52.8% | -51.1% | -26.2% |
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 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