+4.9%
QBTS vs TSN
+3.3%
+1.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | -22.5% | +11.8% | -34.2% | -22.4% |
| 3M | -47.4% | +7.1% | -54.4% | -47.3% |
| 6M | -55.7% | -9.2% | -46.5% | -55.6% |
| YTD | -59.3% | +4.8% | -64.1% | -59.4% |
| 1Y | -63.3% | +11.6% | -74.9% | -63.5% |
| 3Y | +1,379.2% | +41.5% | +1,337.6% | +1,313.6% |
| 5Y | +8.3% | -15.5% | +23.9% | -1.9% |
| All | +4.9% | +3.3% | +1.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling