+352.6%
TSM vs QBTS
+61.8%
+290.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.9% |
| 7D | +2.7% | -2.4% | +5.1% | +2.9% |
| 30D | +3.6% | -22.5% | +26.1% | +5.0% |
| 3M | -3.4% | -40.0% | +36.6% | -1.0% |
| 6M | +20.6% | -12.3% | +32.9% | +20.3% |
| YTD | +41.9% | -36.6% | +78.5% | +43.3% |
| 1Y | +84.4% | +8.4% | +75.9% | +80.3% |
| 3Y | +380.2% | +1,380.4% | -1,000.1% | +307.8% |
| 5Y | +275.3% | +69.7% | +205.6% | +221.4% |
| All | +352.6% | +61.8% | +290.8% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling