-64.3%
QBTS vs TOST
-7.4%
-56.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.4% |
| 7D | +1.1% | +3.0% | -1.9% | -0.1% |
| 30D | -28.1% | +10.3% | -38.3% | -31.0% |
| 3M | -48.1% | -3.3% | -44.8% | -47.7% |
| 6M | -53.6% | +37.8% | -91.4% | -60.2% |
| YTD | -59.9% | -2.8% | -57.1% | -59.5% |
| 1Y | -64.3% | -9.6% | -54.7% | -62.0% |
| All | -64.3% | -7.4% | -56.9% | -62.0% |
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