+1,839.6%
QBTS vs TSEM
+668.6%
+1,171.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +7.3% |
| 7D | +6.8% | +10.4% | -3.6% | +0.1% |
| 30D | -14.9% | -12.9% | -1.9% | -8.3% |
| 3M | -31.6% | -9.2% | -22.4% | -31.4% |
| 6M | -4.9% | +98.8% | -103.7% | -47.6% |
| YTD | -32.4% | +87.2% | -119.6% | -62.7% |
| 1Y | +14.6% | +239.0% | -224.4% | -63.9% |
| 3Y | +1,839.6% | +679.5% | +1,160.1% | +175.8% |
| All | +1,839.6% | +668.6% | +1,171.0% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling