+99.7%
TXN vs QBTS
-66.5%
+166.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.0% | -11.8% | +12.8% | +2.0% |
| 30D | +6.1% | -33.6% | +39.8% | +9.3% |
| 3M | +10.4% | -52.5% | +62.8% | +16.2% |
| 6M | +12.6% | -50.4% | +63.0% | +18.3% |
| YTD | +83.5% | -60.3% | +143.8% | +94.8% |
| 1Y | +99.7% | -65.1% | +164.8% | +114.7% |
| All | +99.7% | -66.5% | +166.3% | +114.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling