-84.6%
TLRY vs VT
+69.4%
-154.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | +1.7% |
| 7D | +6.4% | -4.2% | +10.6% | +14.5% |
| 30D | -25.7% | -5.8% | -19.9% | -17.7% |
| 3M | -36.6% | -5.2% | -31.3% | -30.3% |
| 6M | -50.6% | +0.1% | -50.7% | -50.7% |
| YTD | -68.9% | +8.2% | -77.1% | -72.5% |
| 1Y | -78.0% | +10.1% | -88.2% | -81.3% |
| All | -84.6% | +69.4% | -154.0% | -93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling