-65.1%
QBTS vs TSEM
+79.9%
-145.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.7% | +8.8% | +3.7% |
| 7D | -11.8% | -23.1% | +11.3% | -2.1% |
| 30D | -33.6% | -40.4% | +6.7% | -18.6% |
| 3M | -52.5% | -37.9% | -14.6% | -43.7% |
| 6M | -50.4% | -30.8% | -19.6% | -44.2% |
| YTD | -60.3% | +26.7% | -87.0% | -63.2% |
| 1Y | -65.1% | +80.5% | -145.6% | -72.3% |
| All | -65.1% | +79.9% | -145.0% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling