-65.1%
QBTS vs TTWO
-18.4%
-46.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -4.8% |
| 7D | -11.8% | +7.0% | -18.8% | -16.0% |
| 30D | -33.6% | +2.7% | -36.3% | -34.9% |
| 3M | -52.5% | -13.0% | -39.4% | -47.7% |
| 6M | -50.4% | -7.2% | -43.2% | -49.1% |
| YTD | -60.3% | -18.4% | -41.9% | -59.3% |
| 1Y | -65.1% | -17.2% | -47.9% | -64.6% |
| All | -65.1% | -18.4% | -46.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling