+8.4%
QBTS vs TW
-15.9%
+24.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.1% |
| 7D | -2.4% | -2.3% | -0.1% | -3.5% |
| 30D | -22.5% | +3.9% | -26.4% | -21.0% |
| 3M | -40.0% | +5.7% | -45.7% | -38.5% |
| 6M | -12.3% | -14.5% | +2.2% | -14.0% |
| YTD | -36.6% | -0.9% | -35.7% | -33.1% |
| 1Y | +8.4% | -13.5% | +21.9% | +14.3% |
| All | +8.4% | -15.9% | +24.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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