+70.2%
QBTS vs TT
+140.2%
-69.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -22.5% | -7.2% | -15.3% | -19.3% |
| 3M | -40.0% | -3.0% | -37.0% | -39.1% |
| 6M | -12.3% | +1.4% | -13.7% | -12.9% |
| YTD | -36.6% | +15.9% | -52.5% | -41.5% |
| 1Y | +8.4% | +9.4% | -1.0% | +4.1% |
| 3Y | +1,380.4% | +124.4% | +1,256.0% | +1,111.9% |
| All | +70.2% | +140.2% | -69.9% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling