-98.8%
TLRY vs SPY
+206.9%
-305.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -3.5% |
| 7D | -11.8% | -0.9% | -10.9% | -10.8% |
| 30D | -22.3% | -2.4% | -20.0% | -19.4% |
| 3M | -45.4% | -1.2% | -44.2% | -44.3% |
| 6M | -52.6% | +3.3% | -55.9% | -54.9% |
| YTD | -71.1% | +12.3% | -83.4% | -75.6% |
| 1Y | -79.8% | +12.4% | -92.2% | -83.0% |
| 3Y | -84.4% | +78.8% | -163.2% | -93.4% |
| 5Y | -97.8% | +75.2% | -173.0% | -99.0% |
| All | -98.8% | +206.9% | -305.7% | -99.6% |
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