+41.0%
TSM vs QBTS
-65.9%
+106.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.7% | -0.5% |
| 7D | +14.8% | +8.7% | +6.1% | +12.7% |
| 30D | -8.9% | -26.5% | +17.6% | -4.5% |
| 3M | -5.3% | -52.6% | +47.3% | +6.1% |
| 6M | +2.6% | -56.0% | +58.6% | +14.2% |
| YTD | +34.5% | -62.4% | +96.9% | +47.7% |
| 1Y | +41.0% | -62.7% | +103.7% | +53.0% |
| All | +41.0% | -65.9% | +106.9% | +53.0% |
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