-98.9%
TLRY vs SPY
+205.8%
-304.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.1% |
| 7D | -11.4% | +3.3% | -14.7% | -15.8% |
| 30D | -23.9% | -2.7% | -21.2% | -20.5% |
| 3M | -46.8% | -1.7% | -45.0% | -45.2% |
| 6M | -54.0% | +3.1% | -57.1% | -56.0% |
| YTD | -72.4% | +11.9% | -84.3% | -76.6% |
| 1Y | -79.8% | +12.0% | -91.7% | -82.9% |
| 3Y | -85.1% | +78.2% | -163.3% | -93.7% |
| 5Y | -98.1% | +73.2% | -171.3% | -99.1% |
| All | -98.9% | +205.8% | -304.7% | -99.6% |
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 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