+69.4%
QBTS vs TOST
-48.0%
+117.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.4% | -3.4% | +1.0% | -1.4% |
| 30D | -22.5% | -2.4% | -20.0% | -22.1% |
| 3M | -40.0% | +34.6% | -74.6% | -45.4% |
| 6M | -12.3% | +15.2% | -27.5% | -17.1% |
| YTD | -36.6% | -4.4% | -32.2% | -36.8% |
| 1Y | +8.4% | -17.4% | +25.9% | +12.9% |
| 3Y | +1,380.4% | +54.5% | +1,325.9% | +1,247.6% |
| All | +69.4% | -48.0% | +117.3% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling