+122.6%
TXN vs QBTS
-6.7%
+129.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.8% |
| 7D | +9.5% | -10.5% | +19.9% | +9.8% |
| 30D | +8.7% | -20.5% | +29.2% | +9.4% |
| 3M | +11.6% | -54.3% | +65.8% | +14.0% |
| 6M | +0.1% | -55.4% | +55.5% | +2.0% |
| YTD | +78.8% | -63.4% | +142.2% | +82.4% |
| 1Y | +91.2% | -59.1% | +150.3% | +94.2% |
| 3Y | +125.8% | +1,216.8% | -1,091.0% | +101.1% |
| 5Y | +83.8% | -2.6% | +86.4% | +57.6% |
| All | +122.6% | -6.7% | +129.4% | +94.7% |
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 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