+75.4%
QBTS vs TW
+20.0%
+55.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -15.2% | -0.6% | -14.6% | -15.2% |
| 3M | -27.2% | +3.4% | -30.6% | -28.2% |
| 6M | -10.1% | -18.4% | +8.4% | -6.7% |
| YTD | -34.5% | -3.9% | -30.6% | -35.1% |
| 1Y | +6.0% | -13.3% | +19.3% | +8.1% |
| 3Y | +1,779.3% | +20.8% | +1,758.4% | +1,729.6% |
| 5Y | +75.4% | +20.3% | +55.1% | +68.6% |
| All | +75.4% | +20.0% | +55.4% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling