+70.2%
QBTS vs TPR
+239.8%
-169.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.4% |
| 30D | -22.5% | -23.0% | +0.5% | -14.3% |
| 3M | -40.0% | -12.5% | -27.5% | -37.6% |
| 6M | -12.3% | -21.4% | +9.1% | -4.1% |
| YTD | -36.6% | -3.5% | -33.1% | -37.0% |
| 1Y | +8.4% | +17.4% | -8.9% | +0.2% |
| 3Y | +1,380.4% | +291.3% | +1,089.1% | +849.4% |
| All | +70.2% | +239.8% | -169.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling