-98.8%
TLRY vs VT
+145.4%
-244.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.2% |
| 7D | 0.0% | -0.1% | +0.1% | +0.3% |
| 30D | -25.1% | -3.1% | -22.1% | -21.0% |
| 3M | -40.0% | -3.5% | -36.5% | -36.1% |
| 6M | -52.3% | +0.5% | -52.8% | -52.7% |
| YTD | -70.7% | +10.8% | -81.4% | -75.2% |
| 1Y | -79.8% | +11.9% | -91.7% | -83.3% |
| 3Y | -84.1% | +73.0% | -157.1% | -93.6% |
| 5Y | -97.7% | +58.6% | -156.3% | -98.9% |
| All | -98.8% | +145.4% | -244.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling