-98.7%
TLRY vs VT
+149.9%
-248.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +8.8% |
| 7D | +10.0% | -0.3% | +10.3% | +10.9% |
| 30D | -20.4% | -1.4% | -19.0% | -18.1% |
| 3M | -36.2% | -1.4% | -34.8% | -34.3% |
| 6M | -49.8% | +5.5% | -55.3% | -54.2% |
| YTD | -67.2% | +12.8% | -80.1% | -73.1% |
| 1Y | -76.1% | +15.4% | -91.6% | -81.3% |
| 3Y | -84.6% | +76.9% | -161.5% | -94.0% |
| 5Y | -97.3% | +60.4% | -157.7% | -98.7% |
| All | -98.7% | +149.9% | -248.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling