-82.9%
TTD vs QBTS
+1,494.2%
-1,577.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.3% |
| 7D | +6.3% | -2.4% | +8.8% | +6.5% |
| 30D | -23.9% | -22.5% | -1.4% | -22.8% |
| 3M | -31.4% | -40.0% | +8.6% | -29.6% |
| 6M | -42.7% | -12.3% | -30.3% | -43.3% |
| YTD | -62.0% | -36.6% | -25.4% | -61.7% |
| 1Y | -72.2% | +8.4% | -80.6% | -73.4% |
| All | -82.9% | +1,494.2% | -1,577.1% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling