+1,055.8%
QBTS vs TOST
+99.4%
+956.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -12.5% |
| 7D | -21.7% | +11.6% | -33.3% | -26.6% |
| 30D | -42.7% | +16.2% | -58.9% | -47.5% |
| 3M | -57.7% | +1.0% | -58.7% | -58.4% |
| 6M | -58.0% | +23.2% | -81.2% | -64.3% |
| YTD | -65.4% | -1.0% | -64.4% | -66.5% |
| 1Y | -70.8% | -9.9% | -60.9% | -70.0% |
| All | +1,055.8% | +99.4% | +956.4% | +726.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling