+25.4%
TMO vs QBTS
-66.5%
+91.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.3% | -11.8% | +12.1% | +0.8% |
| 30D | +4.3% | -33.6% | +38.0% | +5.9% |
| 3M | +25.1% | -52.5% | +77.6% | +28.4% |
| 6M | +52.9% | -50.4% | +103.3% | +54.9% |
| YTD | +22.2% | -60.3% | +82.5% | +23.7% |
| 1Y | +25.4% | -65.1% | +90.5% | +27.1% |
| All | +25.4% | -66.5% | +91.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 1y: compounded portfolio wealth divided by compounded QBTS 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…
1y analysis · Full analysis span regression · 6 months rolling