+8.4%
QBTS vs TXG
+372.5%
-364.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -2.4% | +1.8% | -4.2% | -3.1% |
| 30D | -22.5% | +32.0% | -54.5% | -31.1% |
| 3M | -40.0% | +87.0% | -127.0% | -53.8% |
| 6M | -12.3% | +180.1% | -192.4% | -42.9% |
| YTD | -36.6% | +284.1% | -320.7% | -63.1% |
| 1Y | +8.4% | +361.7% | -353.2% | -36.6% |
| All | +8.4% | +372.5% | -364.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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