-96.6%
TLRY vs SPY
+82.0%
-178.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | -13.3% | +2.0% | -15.3% | -16.2% |
| 6M | -38.4% | +13.0% | -51.4% | -49.4% |
| YTD | -50.2% | +13.5% | -63.7% | -59.3% |
| 1Y | -60.9% | +20.0% | -80.8% | -70.8% |
| 3Y | -84.9% | +77.2% | -162.1% | -94.1% |
| All | -96.6% | +82.0% | -178.6% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling