+68.7%
QBTS vs TTWO
+12.2%
+56.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +3.8% | -2.3% | +6.1% | +4.8% |
| 30D | -15.2% | -16.7% | +1.5% | -8.6% |
| 3M | -27.2% | -0.4% | -26.8% | -27.2% |
| 6M | -10.1% | -1.6% | -8.5% | -9.6% |
| YTD | -34.5% | -17.5% | -17.0% | -29.8% |
| 1Y | +6.0% | -14.8% | +20.8% | +12.7% |
| 3Y | +1,779.3% | +47.9% | +1,731.4% | +1,600.9% |
| 5Y | +75.4% | +34.5% | +41.0% | +59.6% |
| All | +68.7% | +12.2% | +56.5% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling