-98.0%
TLRY vs SPY
+210.3%
-308.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 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% | -16.0% |
| 6M | -38.4% | +13.0% | -51.4% | -48.6% |
| YTD | -50.2% | +13.5% | -63.7% | -58.6% |
| 1Y | -60.9% | +20.0% | -80.8% | -70.1% |
| 3Y | -84.9% | +77.2% | -162.1% | -93.6% |
| 5Y | -96.7% | +81.9% | -178.6% | -98.6% |
| All | -98.0% | +210.3% | -308.3% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling