+13.0%
QBTS vs TT
+226.3%
-213.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.7% | +5.0% |
| 7D | +13.7% | +1.7% | +11.9% | +13.1% |
| 30D | -21.3% | -11.8% | -9.4% | -15.9% |
| 3M | -44.7% | -12.6% | -32.2% | -40.8% |
| 6M | -49.2% | -9.4% | -39.8% | -46.5% |
| YTD | -56.1% | +8.8% | -65.0% | -57.8% |
| 1Y | -61.1% | -2.5% | -58.6% | -60.5% |
| 3Y | +1,511.0% | +95.7% | +1,415.3% | +1,307.1% |
| 5Y | +16.6% | +135.7% | -119.2% | +7.3% |
| All | +13.0% | +226.3% | -213.3% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling