-75.9%
TLRY vs SPY
+9.9%
-85.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.5% |
| 7D | +15.4% | -2.7% | +18.1% | +20.3% |
| 30D | -21.5% | -5.4% | -16.1% | -14.8% |
| 3M | -34.2% | -4.1% | -30.1% | -29.8% |
| 6M | -49.3% | +0.7% | -50.0% | -49.4% |
| YTD | -67.7% | +8.7% | -76.3% | -71.6% |
| 1Y | -75.9% | +10.9% | -86.7% | -80.3% |
| All | -75.9% | +9.9% | -85.7% | -80.3% |
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