-7.8%
QBTS vs TOST
-41.7%
+33.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -12.6% |
| 7D | -21.7% | +11.6% | -33.3% | -24.5% |
| 30D | -42.7% | +16.2% | -58.9% | -45.4% |
| 3M | -57.7% | +1.0% | -58.7% | -58.1% |
| 6M | -58.0% | +23.2% | -81.2% | -61.4% |
| YTD | -65.4% | -1.0% | -64.4% | -66.0% |
| 1Y | -70.8% | -9.9% | -60.9% | -70.5% |
| 3Y | +930.8% | +101.0% | +829.7% | +793.6% |
| 5Y | -7.8% | -40.4% | +32.6% | -17.3% |
| All | -7.8% | -41.7% | +33.9% | -17.3% |
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