+81.2%
QBTS vs TSN
-20.8%
+102.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.6% |
| 7D | +6.8% | -5.0% | +11.9% | +6.8% |
| 30D | -14.9% | -9.1% | -5.8% | -14.8% |
| 3M | -31.6% | -7.4% | -24.2% | -31.5% |
| 6M | -4.9% | -13.4% | +8.4% | -5.2% |
| YTD | -32.4% | -8.5% | -23.9% | -32.8% |
| 1Y | +14.6% | -3.2% | +17.8% | +13.5% |
| 3Y | +1,839.6% | +11.5% | +1,828.1% | +1,735.1% |
| 5Y | +81.2% | -19.5% | +100.7% | +57.9% |
| All | +81.2% | -20.8% | +102.0% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling