+297.2%
TSM vs QBTS
+4.2%
+293.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +18.0% | -11.7% | +5.2% |
| 7D | -7.6% | +0.3% | -7.8% | -7.6% |
| 30D | -20.5% | -29.8% | +9.3% | -18.9% |
| 3M | -10.0% | -45.0% | +35.0% | -6.9% |
| 6M | -10.1% | -55.2% | +45.1% | -6.6% |
| YTD | +24.5% | -59.2% | +83.7% | +28.9% |
| 1Y | +31.2% | -62.4% | +93.6% | +35.8% |
| 3Y | +322.0% | +1,264.0% | -942.0% | +265.8% |
| 5Y | +245.3% | +8.8% | +236.5% | +203.9% |
| All | +297.2% | +4.2% | +293.0% | +266.9% |
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