-5.8%
QBTS vs TT
+224.3%
-230.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.1% |
| 7D | -10.5% | +4.0% | -14.5% | -12.2% |
| 30D | -20.5% | -11.3% | -9.2% | -15.4% |
| 3M | -54.3% | -12.3% | -42.0% | -51.1% |
| 6M | -55.4% | -10.8% | -44.6% | -52.7% |
| YTD | -63.4% | +8.2% | -71.6% | -64.7% |
| 1Y | -59.1% | +1.5% | -60.6% | -59.3% |
| 3Y | +1,216.8% | +91.5% | +1,125.3% | +1,055.8% |
| 5Y | -2.6% | +130.2% | -132.9% | -9.9% |
| All | -5.8% | +224.3% | -230.1% | -16.3% |
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