+290.7%
TSM vs QBTS
+81.8%
+208.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.2% | +2.0% |
| 7D | +6.0% | +6.8% | -0.8% | +5.6% |
| 30D | +4.5% | -14.9% | +19.4% | +5.4% |
| 3M | +3.1% | -31.6% | +34.7% | +4.9% |
| 6M | +30.2% | -4.9% | +35.2% | +29.3% |
| YTD | +45.2% | -32.4% | +77.6% | +46.1% |
| 1Y | +79.6% | +14.6% | +65.0% | +75.1% |
| 3Y | +411.0% | +1,839.6% | -1,428.6% | +333.6% |
| 5Y | +290.7% | +81.2% | +209.5% | +214.0% |
| All | +290.7% | +81.8% | +208.9% | +214.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling