+64.1%
QBTS vs TTMI
+828.2%
-764.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -1.9% |
| 7D | -1.0% | +6.0% | -7.0% | -3.9% |
| 30D | -17.6% | -6.4% | -11.2% | -15.9% |
| 3M | -28.3% | -28.9% | +0.6% | -17.8% |
| 6M | -11.2% | +26.9% | -38.1% | -23.9% |
| YTD | -36.3% | +77.3% | -113.6% | -55.2% |
| 1Y | +3.9% | +147.5% | -143.6% | -38.2% |
| 3Y | +1,728.8% | +847.6% | +881.1% | +479.1% |
| 5Y | +70.9% | +802.2% | -731.3% | -44.1% |
| All | +64.1% | +828.2% | -764.1% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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