-78.2%
TLRY vs SPY
+12.3%
-90.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -5.7% |
| 7D | +11.8% | +0.1% | +11.7% | +11.8% |
| 30D | -19.5% | -3.3% | -16.2% | -15.5% |
| 3M | -37.6% | -2.4% | -35.2% | -35.3% |
| 6M | -48.7% | +2.6% | -51.3% | -50.2% |
| YTD | -68.4% | +11.2% | -79.7% | -73.1% |
| All | -78.2% | +12.3% | -90.6% | -81.9% |
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