+65.5%
QBTS vs TXG
-53.9%
+119.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.1% |
| 7D | +1.3% | +9.5% | -8.2% | -1.1% |
| 30D | -19.0% | +18.8% | -37.8% | -22.8% |
| 3M | -29.5% | +136.1% | -165.6% | -44.6% |
| 6M | -11.2% | +235.2% | -246.4% | -36.8% |
| YTD | -35.8% | +320.5% | -356.3% | -57.0% |
| 1Y | +1.7% | +425.2% | -423.5% | -36.3% |
| 3Y | +1,470.1% | +42.9% | +1,427.2% | +1,078.9% |
| 5Y | +72.3% | -62.8% | +135.1% | +35.5% |
| All | +65.5% | -53.9% | +119.4% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling