+74.1%
QBTS vs TT
+246.0%
-172.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.8% |
| 7D | +6.8% | +1.6% | +5.3% | +6.0% |
| 30D | -14.9% | -7.3% | -7.6% | -11.7% |
| 3M | -31.6% | -2.6% | -29.0% | -30.8% |
| 6M | -4.9% | +5.9% | -10.8% | -7.4% |
| YTD | -32.4% | +15.4% | -47.8% | -37.0% |
| 1Y | +14.6% | +8.2% | +6.3% | +11.0% |
| 3Y | +1,839.6% | +122.7% | +1,717.0% | +1,519.6% |
| 5Y | +81.2% | +145.0% | -63.7% | +62.1% |
| All | +74.1% | +246.0% | -172.0% | +49.4% |
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