+65.5%
QBTS vs TTWO
+14.5%
+51.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.3% | +0.4% | +1.0% | +1.1% |
| 30D | -19.0% | -11.3% | -7.7% | -15.0% |
| 3M | -29.5% | +1.6% | -31.1% | -30.1% |
| 6M | -11.2% | +2.1% | -13.2% | -12.1% |
| YTD | -35.8% | -15.8% | -19.9% | -31.7% |
| 1Y | +1.7% | -12.6% | +14.3% | +6.9% |
| 3Y | +1,470.1% | +48.2% | +1,421.9% | +1,311.6% |
| 5Y | +72.3% | +40.0% | +32.3% | +55.2% |
| All | +65.5% | +14.5% | +51.0% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling