+63.3%
QBTS vs TT
+247.5%
-184.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -22.5% | -7.2% | -15.3% | -19.6% |
| 3M | -40.0% | -3.0% | -37.0% | -39.2% |
| 6M | -12.3% | +1.4% | -13.7% | -12.8% |
| YTD | -36.6% | +15.9% | -52.5% | -41.0% |
| 1Y | +8.4% | +9.4% | -1.0% | +4.6% |
| 3Y | +1,380.4% | +124.4% | +1,256.0% | +1,134.4% |
| 5Y | +69.7% | +138.0% | -68.3% | +52.0% |
| All | +63.3% | +247.5% | -184.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling