+75.4%
QBTS vs TSEM
+654.3%
-578.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | +3.8% | +4.7% | -0.9% | +1.3% |
| 30D | -15.2% | -14.2% | -1.0% | -9.4% |
| 3M | -27.2% | -5.0% | -22.2% | -28.1% |
| 6M | -10.1% | +87.6% | -97.7% | -37.1% |
| YTD | -34.5% | +84.4% | -119.0% | -54.7% |
| 1Y | +6.0% | +235.4% | -229.4% | -46.8% |
| 3Y | +1,779.3% | +668.0% | +1,111.3% | +595.2% |
| 5Y | +75.4% | +644.7% | -569.3% | -35.4% |
| All | +75.4% | +654.3% | -578.9% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling