+125.8%
TXN vs QBTS
+1,125.6%
-999.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.7% |
| 7D | +9.5% | -10.5% | +19.9% | +9.9% |
| 30D | +8.7% | -20.5% | +29.2% | +9.5% |
| 3M | +11.6% | -54.3% | +65.8% | +14.5% |
| 6M | +0.1% | -55.4% | +55.5% | +2.5% |
| YTD | +78.8% | -63.4% | +142.2% | +83.2% |
| 1Y | +91.2% | -59.1% | +150.3% | +94.8% |
| 3Y | +125.8% | +1,216.8% | -1,091.0% | +94.6% |
| All | +125.8% | +1,125.6% | -999.8% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling