-85.0%
TTD vs QBTS
+67.0%
-152.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | -4.6% | +3.8% | -8.4% | -4.8% |
| 30D | +3.7% | -15.2% | +18.9% | +4.4% |
| 3M | -30.2% | -27.2% | -3.0% | -29.5% |
| 6M | -51.4% | -10.1% | -41.3% | -51.8% |
| YTD | -63.4% | -34.5% | -28.9% | -63.3% |
| 1Y | -73.5% | +6.0% | -79.5% | -74.3% |
| 3Y | -83.5% | +1,779.3% | -1,862.7% | -87.2% |
| 5Y | -80.9% | +75.4% | -156.3% | -85.9% |
| All | -85.0% | +67.0% | -152.0% | -88.3% |
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