+64.1%
QBTS vs TXT
+66.8%
-2.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -1.0% | -0.2% | -0.7% | -0.8% |
| 30D | -17.6% | -10.2% | -7.4% | -14.1% |
| 3M | -28.3% | -13.3% | -15.1% | -24.0% |
| 6M | -11.2% | -14.4% | +3.2% | -5.1% |
| YTD | -36.3% | -9.1% | -27.2% | -33.8% |
| 1Y | +3.9% | -2.2% | +6.0% | +5.1% |
| 3Y | +1,728.8% | +5.1% | +1,723.7% | +1,721.8% |
| 5Y | +70.9% | +12.8% | +58.1% | +71.0% |
| All | +64.1% | +66.8% | -2.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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