+1,255.4%
QBTS vs TXT
+11.3%
+1,244.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.3% |
| 7D | +8.7% | -1.1% | +9.8% | +9.3% |
| 30D | -26.5% | +13.3% | -39.7% | -33.5% |
| 3M | -52.6% | -5.1% | -47.4% | -51.1% |
| 6M | -56.0% | -7.1% | -48.8% | -53.7% |
| YTD | -62.4% | -3.2% | -59.2% | -62.3% |
| 1Y | -62.7% | +2.3% | -65.0% | -64.2% |
| All | +1,255.4% | +11.3% | +1,244.1% | +1,170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling