+1,329.3%
QBTS vs TPR
+292.1%
+1,037.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -2.3% | -0.1% | -0.9% |
| 30D | -22.5% | -23.0% | +0.5% | -9.8% |
| 3M | -40.0% | -12.5% | -27.5% | -36.7% |
| 6M | -12.3% | -21.4% | +9.1% | 0.0% |
| YTD | -36.6% | -3.5% | -33.1% | -38.6% |
| 1Y | +8.4% | +17.4% | -8.9% | -7.8% |
| All | +1,329.3% | +292.1% | +1,037.2% | +339.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling