+17.2%
QBTS vs TOST
-46.7%
+63.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +13.7% | +4.0% | +9.6% | +12.3% |
| 30D | -21.3% | +11.1% | -32.3% | -23.8% |
| 3M | -44.7% | +0.8% | -45.6% | -45.2% |
| 6M | -49.2% | +38.8% | -88.0% | -54.5% |
| YTD | -56.1% | -2.1% | -54.1% | -56.8% |
| 1Y | -61.1% | -6.0% | -55.1% | -61.2% |
| 3Y | +1,511.0% | +149.8% | +1,361.2% | +1,271.7% |
| 5Y | +16.6% | -42.8% | +59.3% | +6.0% |
| All | +17.2% | -46.7% | +63.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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