-65.1%
QBTS vs TXG
+406.9%
-472.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.3% |
| 7D | -11.8% | -19.3% | +7.4% | -4.0% |
| 30D | -33.6% | -30.9% | -2.7% | -24.1% |
| 3M | -52.5% | +41.1% | -93.5% | -61.4% |
| 6M | -50.4% | +211.9% | -262.3% | -73.0% |
| YTD | -60.3% | +314.0% | -374.3% | -81.4% |
| 1Y | -65.1% | +405.4% | -470.5% | -84.7% |
| All | -65.1% | +406.9% | -472.0% | -84.7% |
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