+74.1%
QBTS vs TPR
+354.4%
-280.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.3% | +8.0% |
| 7D | +6.8% | -3.4% | +10.2% | +8.1% |
| 30D | -14.9% | -27.3% | +12.4% | -4.8% |
| 3M | -31.6% | -16.2% | -15.4% | -28.0% |
| 6M | -4.9% | -17.9% | +12.9% | +1.3% |
| YTD | -32.4% | -7.1% | -25.3% | -31.7% |
| 1Y | +14.6% | +13.6% | +1.0% | +8.5% |
| 3Y | +1,839.6% | +293.7% | +1,545.9% | +1,244.2% |
| 5Y | +81.2% | +239.1% | -157.9% | +30.6% |
| All | +74.1% | +354.4% | -280.3% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling