+63.3%
QBTS vs TSEM
+764.8%
-701.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.3% | -4.9% |
| 7D | -2.4% | +6.9% | -9.3% | -5.5% |
| 30D | -22.5% | +5.3% | -27.8% | -25.0% |
| 3M | -40.0% | -14.9% | -25.1% | -37.3% |
| 6M | -12.3% | +80.0% | -92.4% | -35.4% |
| YTD | -36.6% | +89.4% | -126.0% | -55.0% |
| 1Y | +8.4% | +253.1% | -244.7% | -42.7% |
| 3Y | +1,380.4% | +642.1% | +738.2% | +510.2% |
| 5Y | +69.7% | +659.1% | -589.4% | -31.1% |
| All | +63.3% | +764.8% | -701.4% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling