+8.5%
QBTS vs TOST
-38.4%
+47.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.4% | +19.4% | +18.4% |
| 7D | +0.3% | +9.4% | -9.2% | -2.7% |
| 30D | -29.8% | +13.5% | -43.3% | -32.7% |
| 3M | -45.0% | -0.1% | -44.8% | -45.3% |
| 6M | -55.2% | +22.5% | -77.6% | -58.8% |
| YTD | -59.2% | -2.4% | -56.8% | -59.8% |
| 1Y | -62.4% | -4.7% | -57.7% | -62.6% |
| 3Y | +1,264.0% | +103.2% | +1,160.8% | +1,081.9% |
| All | +8.5% | -38.4% | +47.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling