-83.1%
TTD vs QBTS
-6.7%
-76.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.5% |
| 7D | +21.3% | -10.5% | +31.8% | +22.0% |
| 30D | +28.7% | -20.5% | +49.3% | +30.2% |
| 3M | +7.7% | -54.3% | +62.0% | +11.8% |
| 6M | -23.5% | -55.4% | +31.9% | -21.2% |
| YTD | -58.7% | -63.4% | +4.7% | -57.3% |
| 1Y | -63.4% | -59.1% | -4.3% | -62.6% |
| 3Y | -75.3% | +1,216.8% | -1,292.1% | -80.5% |
| 5Y | -84.4% | -2.6% | -81.7% | -88.0% |
| All | -83.1% | -6.7% | -76.3% | -86.4% |
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