+1,457.0%
QBTS vs TTWO
+51.8%
+1,405.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.4% | -4.8% |
| 7D | -1.0% | +1.3% | -2.3% | -2.1% |
| 30D | -17.6% | -13.4% | -4.3% | -8.4% |
| 3M | -28.3% | +3.1% | -31.4% | -30.9% |
| 6M | -11.2% | +3.8% | -15.0% | -15.2% |
| YTD | -36.3% | -15.3% | -21.0% | -29.2% |
| 1Y | +3.9% | -11.1% | +15.0% | +11.8% |
| All | +1,457.0% | +51.8% | +1,405.2% | +833.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling