+69.8%
QBTS vs TPG
+71.4%
-1.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.4% | -0.2% |
| 7D | -1.0% | -11.8% | +10.9% | +6.9% |
| 30D | -17.6% | -6.3% | -11.4% | -14.8% |
| 3M | -28.3% | +13.6% | -41.9% | -34.5% |
| 6M | -11.2% | +13.8% | -25.0% | -18.1% |
| YTD | -36.3% | -23.7% | -12.6% | -25.9% |
| 1Y | +3.9% | -18.2% | +22.0% | +15.9% |
| 3Y | +1,728.8% | +80.1% | +1,648.6% | +1,290.1% |
| All | +69.8% | +71.4% | -1.5% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling