+63.3%
QBTS vs TPR
+372.0%
-308.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.5% |
| 30D | -22.5% | -23.0% | +0.5% | -15.2% |
| 3M | -40.0% | -12.5% | -27.5% | -37.8% |
| 6M | -12.3% | -21.4% | +9.1% | -4.9% |
| YTD | -36.6% | -3.5% | -33.1% | -36.8% |
| 1Y | +8.4% | +17.4% | -8.9% | +1.4% |
| 3Y | +1,380.4% | +291.3% | +1,089.1% | +917.4% |
| 5Y | +69.7% | +241.9% | -172.2% | +20.7% |
| All | +63.3% | +372.0% | -308.7% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling