-5.8%
QBTS vs TTMI
+462.1%
-467.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.5% |
| 7D | -10.5% | +11.4% | -21.9% | -15.0% |
| 30D | -20.5% | -28.3% | +7.8% | -10.3% |
| 3M | -54.3% | -46.7% | -7.6% | -41.6% |
| 6M | -55.4% | -56.1% | +0.7% | -38.2% |
| YTD | -63.4% | +7.4% | -70.8% | -68.8% |
| 1Y | -59.1% | +17.4% | -76.5% | -66.6% |
| 3Y | +1,216.8% | +429.1% | +787.7% | +420.4% |
| 5Y | -2.6% | +418.8% | -421.4% | -61.2% |
| All | -5.8% | +462.1% | -467.9% | -60.7% |
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