+63.3%
QBTS vs TW
+69.1%
-5.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | -22.5% | +3.9% | -26.4% | -22.9% |
| 3M | -40.0% | +5.7% | -45.7% | -41.0% |
| 6M | -12.3% | -14.5% | +2.2% | -10.1% |
| YTD | -36.6% | -0.9% | -35.7% | -37.3% |
| 1Y | +8.4% | -13.5% | +21.9% | +10.9% |
| 3Y | +1,380.4% | +25.0% | +1,355.4% | +1,350.7% |
| 5Y | +69.7% | +22.7% | +47.0% | +63.8% |
| All | +63.3% | +69.1% | -5.8% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling