+20.6%
TSM vs QBTS
-10.2%
+30.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.1% |
| 7D | +2.7% | -2.4% | +5.1% | +3.2% |
| 30D | +3.6% | -22.5% | +26.1% | +8.0% |
| 3M | -3.4% | -40.0% | +36.6% | +3.7% |
| 6M | +20.6% | -12.3% | +32.9% | +26.8% |
| All | +20.6% | -10.2% | +30.8% | +26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling