-84.0%
TLRY vs SPY
+75.1%
-159.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.5% |
| 7D | +15.4% | -2.7% | +18.1% | +20.4% |
| 30D | -21.5% | -5.4% | -16.1% | -14.6% |
| 3M | -34.2% | -4.1% | -30.1% | -29.8% |
| 6M | -49.3% | +0.7% | -50.0% | -49.6% |
| YTD | -67.7% | +8.7% | -76.3% | -71.0% |
| 1Y | -75.9% | +10.9% | -86.7% | -79.1% |
| 3Y | -84.0% | +75.0% | -159.0% | -91.9% |
| All | -84.0% | +75.1% | -159.1% | -91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling