-62.7%
QBTS vs TOST
-11.6%
-51.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -7.0% |
| 7D | +8.7% | -4.7% | +13.4% | +10.7% |
| 30D | -26.5% | +8.5% | -35.0% | -29.0% |
| 3M | -52.6% | -1.6% | -51.0% | -52.6% |
| 6M | -56.0% | +44.1% | -100.1% | -63.4% |
| YTD | -62.4% | -5.6% | -56.8% | -61.1% |
| 1Y | -62.7% | -12.6% | -50.2% | -59.2% |
| All | -62.7% | -11.6% | -51.1% | -59.2% |
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