-63.3%
QBTS vs TOST
-10.2%
-53.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +2.6% | -3.6% | +6.2% | +4.0% |
| 30D | -22.5% | +8.9% | -31.4% | -25.3% |
| 3M | -47.4% | -2.2% | -45.1% | -47.3% |
| 6M | -55.7% | +41.0% | -96.6% | -62.5% |
| YTD | -59.3% | -4.0% | -55.3% | -58.7% |
| 1Y | -63.3% | -9.6% | -53.7% | -61.5% |
| All | -63.3% | -10.2% | -53.0% | -61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling