-16.3%
TMUS vs QBTS
-61.9%
+45.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.4% | -3.3% | +4.6% |
| 7D | +5.3% | +13.7% | -8.3% | +6.4% |
| 30D | +13.5% | -21.3% | +34.8% | +12.1% |
| 3M | -4.2% | -44.7% | +40.5% | -7.2% |
| 6M | -11.9% | -49.2% | +37.3% | -13.8% |
| YTD | -15.6% | -56.1% | +40.6% | -16.7% |
| All | -16.3% | -61.9% | +45.6% | -17.5% |
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