-65.1%
QBTS vs TPR
+20.9%
-86.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.5% |
| 7D | -11.8% | +12.6% | -24.5% | -16.8% |
| 30D | -33.6% | +7.1% | -40.8% | -35.9% |
| 3M | -52.5% | -19.4% | -33.1% | -47.8% |
| 6M | -50.4% | -9.7% | -40.7% | -49.9% |
| YTD | -60.3% | -1.0% | -59.3% | -61.9% |
| 1Y | -65.1% | +19.3% | -84.4% | -71.8% |
| All | -65.1% | +20.9% | -86.0% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling