-58.0%
QBTS vs TOST
+20.0%
-78.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -12.8% |
| 7D | -21.7% | +11.6% | -33.3% | -22.5% |
| 30D | -42.7% | +16.2% | -58.9% | -43.5% |
| 3M | -57.7% | +1.0% | -58.7% | -58.1% |
| 6M | -58.0% | +23.2% | -81.2% | -58.0% |
| All | -58.0% | +20.0% | -78.0% | -58.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling