+71.3%
QBTS vs TPG
+74.1%
-2.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | +1.3% | -9.4% | +10.7% | +7.5% |
| 30D | -19.0% | -5.3% | -13.7% | -16.7% |
| 3M | -29.5% | +12.9% | -42.4% | -35.3% |
| 6M | -11.2% | +20.1% | -31.2% | -20.6% |
| YTD | -35.8% | -22.5% | -13.3% | -26.1% |
| 1Y | +1.7% | -19.7% | +21.4% | +14.6% |
| 3Y | +1,470.1% | +81.2% | +1,388.9% | +1,085.2% |
| All | +71.3% | +74.1% | -2.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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