-76.1%
TLRY vs SPY
+14.6%
-90.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +9.1% |
| 7D | +10.0% | -0.7% | +10.7% | +11.3% |
| 30D | -20.4% | -1.0% | -19.4% | -19.1% |
| 3M | -36.2% | -0.3% | -35.9% | -35.7% |
| 6M | -49.8% | +7.3% | -57.2% | -54.6% |
| YTD | -67.2% | +13.3% | -80.5% | -73.1% |
| 1Y | -76.1% | +14.8% | -90.9% | -81.3% |
| All | -76.1% | +14.6% | -90.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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