+1,264.0%
QBTS vs TT
+89.7%
+1,174.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +2.4% | +15.6% | +15.8% |
| 7D | +0.3% | -2.0% | +2.3% | +2.8% |
| 30D | -29.8% | -14.0% | -15.8% | -19.1% |
| 3M | -45.0% | -15.9% | -29.1% | -35.4% |
| 6M | -55.2% | -17.3% | -37.9% | -46.8% |
| YTD | -59.2% | +4.0% | -63.1% | -62.1% |
| 1Y | -62.4% | -7.1% | -55.3% | -60.5% |
| 3Y | +1,264.0% | +90.2% | +1,173.7% | +432.4% |
| All | +1,264.0% | +89.7% | +1,174.3% | +432.4% |
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 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