+322.0%
TSM vs QBTS
+1,081.4%
-759.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +18.0% | -11.7% | +4.7% |
| 7D | -7.6% | +0.3% | -7.8% | -7.6% |
| 30D | -20.5% | -29.8% | +9.3% | -18.1% |
| 3M | -10.0% | -45.0% | +35.0% | -5.6% |
| 6M | -10.1% | -55.2% | +45.1% | -5.1% |
| YTD | +24.5% | -59.2% | +83.7% | +30.9% |
| 1Y | +31.2% | -62.4% | +93.6% | +37.8% |
| 3Y | +322.0% | +1,264.0% | -942.0% | +246.2% |
| All | +322.0% | +1,081.4% | -759.4% | +246.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling