+8.8%
QBTS vs TOST
-47.7%
+56.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +2.6% | -3.6% | +6.2% | +3.7% |
| 30D | -22.5% | +8.9% | -31.4% | -24.6% |
| 3M | -47.4% | -2.2% | -45.1% | -47.3% |
| 6M | -55.7% | +41.0% | -96.6% | -60.5% |
| YTD | -59.3% | -4.0% | -55.3% | -59.6% |
| 1Y | -63.3% | -9.6% | -53.7% | -62.9% |
| 3Y | +1,379.2% | +141.7% | +1,237.5% | +1,169.1% |
| 5Y | +8.3% | -29.5% | +37.8% | -1.0% |
| All | +8.8% | -47.7% | +56.5% | -0.5% |
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