+1,264.0%
QBTS vs TPR
+407.4%
+856.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.0% | +19.0% | +18.6% |
| 7D | +0.3% | +14.2% | -13.9% | -9.1% |
| 30D | -29.8% | +17.1% | -46.9% | -37.6% |
| 3M | -45.0% | -17.7% | -27.2% | -39.5% |
| 6M | -55.2% | -10.2% | -45.0% | -54.1% |
| YTD | -59.2% | +4.9% | -64.1% | -63.2% |
| 1Y | -62.4% | +36.1% | -98.5% | -72.1% |
| 3Y | +1,264.0% | +416.5% | +847.5% | +209.2% |
| All | +1,264.0% | +407.4% | +856.6% | +209.2% |
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