-26.5%
TMUS vs QBTS
+7.2%
-33.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.5% |
| 7D | +0.1% | -2.4% | +2.5% | 0.0% |
| 30D | +5.3% | -22.5% | +27.7% | +4.1% |
| 3M | +3.1% | -40.0% | +43.1% | +1.7% |
| 6M | -16.5% | -12.3% | -4.1% | -15.5% |
| YTD | -9.2% | -36.6% | +27.4% | -8.8% |
| 1Y | -26.5% | +8.4% | -34.9% | -27.3% |
| All | -26.5% | +7.2% | -33.7% | -27.3% |
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