-80.6%
TTD vs QBTS
+81.8%
-162.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.6% | -9.4% | -3.2% |
| 7D | +1.7% | +6.8% | -5.1% | +1.4% |
| 30D | +1.6% | -14.9% | +16.5% | +2.3% |
| 3M | -27.8% | -31.6% | +3.7% | -26.9% |
| 6M | -52.1% | -4.9% | -47.2% | -52.7% |
| YTD | -63.1% | -32.4% | -30.6% | -63.0% |
| 1Y | -73.1% | +14.6% | -87.6% | -74.0% |
| 3Y | -83.3% | +1,839.6% | -1,922.9% | -87.0% |
| 5Y | -80.6% | +81.2% | -161.8% | -87.7% |
| All | -80.6% | +81.8% | -162.4% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling