-84.4%
TTD vs QBTS
+61.8%
-146.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.0% |
| 3M | -31.4% | -40.0% | +8.6% | -30.0% |
| 6M | -42.7% | -12.3% | -30.3% | -43.1% |
| YTD | -62.0% | -36.6% | -25.4% | -61.7% |
| 1Y | -72.2% | +8.4% | -80.6% | -73.1% |
| 3Y | -81.9% | +1,380.4% | -1,462.3% | -85.9% |
| 5Y | -81.5% | +69.7% | -151.3% | -86.3% |
| All | -84.4% | +61.8% | -146.2% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling