+1,216.8%
QBTS vs TPR
+403.8%
+813.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.7% |
| 7D | -10.5% | -0.3% | -10.2% | -10.2% |
| 30D | -20.5% | +15.1% | -35.6% | -28.6% |
| 3M | -54.3% | +3.5% | -57.8% | -56.3% |
| 6M | -55.4% | +0.4% | -55.9% | -57.9% |
| YTD | -63.4% | +4.6% | -68.0% | -67.1% |
| 1Y | -59.1% | +33.1% | -92.2% | -69.4% |
| 3Y | +1,216.8% | +396.0% | +820.8% | +141.0% |
| All | +1,216.8% | +403.8% | +813.1% | +141.0% |
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