-83.4%
TTD vs QBTS
+2.2%
-85.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.6% | +11.9% | +3.7% |
| 7D | +19.9% | +1.1% | +18.8% | +19.7% |
| 30D | +27.6% | -28.1% | +55.7% | +29.7% |
| 3M | +15.2% | -48.1% | +63.3% | +18.8% |
| 6M | -33.2% | -53.6% | +20.4% | -31.4% |
| YTD | -59.4% | -59.9% | +0.5% | -58.2% |
| 1Y | -64.4% | -64.3% | 0.0% | -63.3% |
| 3Y | -75.9% | +1,355.6% | -1,431.5% | -81.1% |
| 5Y | -82.6% | +6.6% | -89.2% | -86.7% |
| All | -83.4% | +2.2% | -85.6% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling