-96.6%
TLRY vs VT
+66.2%
-162.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.8% |
| 30D | +1.6% | +1.0% | +0.6% | -0.1% |
| 3M | -13.3% | +2.4% | -15.7% | -17.3% |
| 6M | -38.4% | +12.0% | -50.4% | -49.9% |
| YTD | -50.2% | +15.3% | -65.5% | -61.5% |
| 1Y | -60.9% | +22.6% | -83.5% | -73.0% |
| 3Y | -84.9% | +74.7% | -159.6% | -94.5% |
| All | -96.6% | +66.2% | -162.8% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling