+72.0%
QBTS vs TTWO
+39.3%
+32.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.3% | +0.4% | +1.0% | +1.1% |
| 30D | -19.0% | -11.3% | -7.7% | -14.5% |
| 3M | -29.5% | +1.6% | -31.1% | -30.2% |
| 6M | -11.2% | +2.1% | -13.2% | -12.2% |
| YTD | -35.8% | -15.8% | -19.9% | -31.3% |
| 1Y | +1.7% | -12.6% | +14.3% | +7.4% |
| 3Y | +1,470.1% | +48.2% | +1,421.9% | +1,287.3% |
| All | +72.0% | +39.3% | +32.6% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling