+64.1%
QBTS vs TSN
-9.4%
+73.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | -1.0% | +1.4% | -2.3% | -1.0% |
| 30D | -17.6% | -6.2% | -11.5% | -17.6% |
| 3M | -28.3% | -5.7% | -22.7% | -28.3% |
| 6M | -11.2% | -11.4% | +0.2% | -11.5% |
| YTD | -36.3% | -8.2% | -28.1% | -36.6% |
| 1Y | +3.9% | -2.0% | +5.9% | +3.0% |
| 3Y | +1,728.8% | +11.9% | +1,716.9% | +1,645.4% |
| 5Y | +70.9% | -17.8% | +88.6% | +54.3% |
| All | +64.1% | -9.4% | +73.6% | +47.0% |
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