-3.1%
QBTS vs TSN
+2.3%
-5.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.6% |
| 7D | +8.7% | -1.4% | +10.1% | +8.7% |
| 30D | -26.5% | +10.2% | -36.6% | -26.4% |
| 3M | -52.6% | +7.2% | -59.7% | -52.5% |
| 6M | -56.0% | -10.6% | -45.4% | -55.9% |
| YTD | -62.4% | +3.7% | -66.1% | -62.5% |
| 1Y | -62.7% | +13.5% | -76.2% | -63.1% |
| 3Y | +1,266.7% | +40.1% | +1,226.6% | +1,205.8% |
| 5Y | +0.2% | -14.5% | +14.7% | -9.3% |
| All | -3.1% | +2.3% | -5.3% | -13.1% |
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