-17.9%
TMUS vs QBTS
-65.9%
+48.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +6.9% | -1.2% |
| 7D | +6.5% | +8.7% | -2.2% | +7.3% |
| 30D | +11.3% | -26.5% | +37.7% | +9.3% |
| 3M | -2.9% | -52.6% | +49.7% | -6.8% |
| 6M | -10.5% | -56.0% | +45.4% | -13.3% |
| YTD | -14.4% | -62.4% | +48.0% | -16.3% |
| 1Y | -17.9% | -62.7% | +44.8% | -19.8% |
| All | -17.9% | -65.9% | +48.0% | -19.8% |
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