-98.7%
TLRY vs SPY
+204.0%
-302.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -6.0% |
| 7D | +11.8% | +0.1% | +11.7% | +11.7% |
| 30D | -19.5% | -3.3% | -16.2% | -15.1% |
| 3M | -37.6% | -2.4% | -35.2% | -35.1% |
| 6M | -48.7% | +2.6% | -51.3% | -50.6% |
| YTD | -68.4% | +11.2% | -79.7% | -72.9% |
| 1Y | -77.0% | +13.4% | -90.4% | -81.0% |
| 3Y | -82.8% | +79.9% | -162.7% | -92.9% |
| 5Y | -97.7% | +72.2% | -169.9% | -98.9% |
| All | -98.7% | +204.0% | -302.8% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling