+319.5%
TSM vs QBTS
+2.2%
+317.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.6% | +10.7% | +2.6% |
| 7D | -2.1% | +1.1% | -3.1% | -2.2% |
| 30D | -12.5% | -28.1% | +15.5% | -10.9% |
| 3M | -5.0% | -48.1% | +43.1% | -1.5% |
| 6M | -3.2% | -53.6% | +50.4% | +0.3% |
| YTD | +31.5% | -59.9% | +91.4% | +36.3% |
| 1Y | +35.7% | -64.3% | +100.0% | +40.8% |
| 3Y | +323.5% | +1,355.6% | -1,032.1% | +266.9% |
| 5Y | +263.4% | +6.6% | +256.8% | +220.3% |
| All | +319.5% | +2.2% | +317.2% | +287.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling