+1,216.8%
QBTS vs TT
+91.4%
+1,125.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.5% |
| 7D | -10.5% | +4.0% | -14.5% | -13.6% |
| 30D | -20.5% | -11.3% | -9.2% | -11.1% |
| 3M | -54.3% | -12.3% | -42.0% | -48.4% |
| 6M | -55.4% | -10.8% | -44.6% | -50.8% |
| YTD | -63.4% | +8.2% | -71.6% | -67.3% |
| 1Y | -59.1% | +1.5% | -60.6% | -60.7% |
| 3Y | +1,216.8% | +91.5% | +1,125.3% | +490.3% |
| All | +1,216.8% | +91.4% | +1,125.4% | +490.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling