-2.9%
QBTS vs TRGP
+504.4%
-507.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.9% |
| 7D | -10.5% | +12.4% | -22.9% | -12.5% |
| 30D | -20.5% | +2.6% | -23.1% | -21.0% |
| 3M | -54.3% | +11.9% | -66.1% | -55.5% |
| 6M | -55.4% | +13.9% | -69.3% | -57.3% |
| YTD | -63.4% | +64.2% | -127.6% | -69.0% |
| 1Y | -59.1% | +78.5% | -137.6% | -66.2% |
| 3Y | +1,216.8% | +272.9% | +943.9% | +801.1% |
| All | -2.9% | +504.4% | -507.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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