-79.5%
TLRY vs SPY
+11.5%
-90.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.5% |
| 7D | 0.0% | -0.6% | +0.6% | +1.0% |
| 30D | -25.1% | -3.7% | -21.5% | -21.0% |
| 3M | -40.0% | -2.7% | -37.3% | -37.4% |
| 6M | -52.3% | +2.2% | -54.5% | -53.4% |
| YTD | -70.7% | +10.8% | -81.5% | -74.9% |
| All | -79.5% | +11.5% | -90.9% | -82.7% |
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