+74.1%
QBTS vs TNA
+19.6%
+54.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.9% | +7.2% |
| 7D | +6.8% | +4.1% | +2.8% | +4.8% |
| 30D | -14.9% | -7.6% | -7.3% | -11.5% |
| 3M | -31.6% | +8.1% | -39.7% | -33.2% |
| 6M | -4.9% | +49.0% | -54.0% | -17.8% |
| YTD | -32.4% | +51.7% | -84.1% | -41.4% |
| 1Y | +14.6% | +59.6% | -45.0% | -0.8% |
| 3Y | +1,839.6% | +118.9% | +1,720.7% | +1,394.7% |
| 5Y | +81.2% | -19.2% | +100.4% | +45.0% |
| All | +74.1% | +19.6% | +54.5% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling