+96.1%
TXN vs QBTS
+63.9%
+32.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.8% |
| 7D | +4.0% | +1.3% | +2.6% | +3.9% |
| 30D | -2.9% | -19.0% | +16.1% | -2.3% |
| 3M | -9.1% | -29.5% | +20.4% | -8.4% |
| 6M | +36.6% | -11.2% | +47.8% | +36.3% |
| YTD | +57.5% | -35.8% | +93.2% | +58.2% |
| 1Y | +49.5% | +1.7% | +47.8% | +47.7% |
| 3Y | +76.5% | +1,470.1% | -1,393.5% | +55.6% |
| 5Y | +62.4% | +72.3% | -9.9% | +36.8% |
| All | +96.1% | +63.9% | +32.2% | +68.8% |
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 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