+63.3%
QBTS vs TSN
-11.2%
+74.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -2.4% | -6.3% | +3.9% | -2.4% |
| 30D | -22.5% | -10.8% | -11.7% | -22.4% |
| 3M | -40.0% | -8.8% | -31.3% | -40.0% |
| 6M | -12.3% | -16.8% | +4.5% | -12.5% |
| YTD | -36.6% | -10.0% | -26.6% | -36.9% |
| 1Y | +8.4% | -5.3% | +13.7% | +7.6% |
| 3Y | +1,380.4% | +8.5% | +1,371.8% | +1,313.1% |
| 5Y | +69.7% | -22.9% | +92.6% | +53.4% |
| All | +63.3% | -11.2% | +74.6% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling