+1,500.0%
QBTS vs TXG
+41.0%
+1,459.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -4.1% |
| 7D | +3.8% | +9.1% | -5.3% | +0.4% |
| 30D | -15.2% | +14.9% | -30.1% | -19.8% |
| 3M | -27.2% | +120.0% | -147.2% | -47.1% |
| 6M | -10.1% | +221.8% | -231.9% | -44.1% |
| YTD | -34.5% | +312.6% | -347.1% | -63.3% |
| 1Y | +6.0% | +398.4% | -392.4% | -45.5% |
| All | +1,500.0% | +41.0% | +1,459.0% | +1,040.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling