+4.9%
QBTS vs TPR
+415.3%
-410.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +2.6% | +6.4% | -3.8% | -0.3% |
| 30D | -22.5% | +13.8% | -36.2% | -26.7% |
| 3M | -47.4% | -16.6% | -30.7% | -44.6% |
| 6M | -55.7% | +0.7% | -56.3% | -56.8% |
| YTD | -59.3% | +5.3% | -64.6% | -61.1% |
| 1Y | -63.3% | +32.4% | -95.6% | -67.8% |
| 3Y | +1,379.2% | +406.4% | +972.8% | +856.1% |
| 5Y | +8.3% | +227.9% | -219.6% | -25.9% |
| All | +4.9% | +415.3% | -410.4% | -29.1% |
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