+63.3%
QBTS vs TXT
+66.5%
-3.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.4% | -4.8% | +2.4% | -0.5% |
| 30D | -22.5% | -10.6% | -11.9% | -18.9% |
| 3M | -40.0% | -13.2% | -26.8% | -36.4% |
| 6M | -12.3% | -20.3% | +8.0% | -4.0% |
| YTD | -36.6% | -9.3% | -27.3% | -34.1% |
| 1Y | +8.4% | -2.7% | +11.1% | +9.9% |
| 3Y | +1,380.4% | +1.4% | +1,379.0% | +1,379.2% |
| 5Y | +69.7% | +9.6% | +60.2% | +70.2% |
| All | +63.3% | +66.5% | -3.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling