+49.5%
TXN vs QBTS
+4.3%
+45.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.6% |
| 3M | -9.1% | -29.5% | +20.4% | -7.6% |
| 6M | +36.6% | -11.2% | +47.8% | +36.5% |
| YTD | +57.5% | -35.8% | +93.2% | +60.1% |
| 1Y | +49.5% | +1.7% | +47.8% | +48.4% |
| All | +49.5% | +4.3% | +45.2% | +48.4% |
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