-60.2%
TREE vs SPY
+20.8%
-81.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -16.1% | +0.1% | -16.2% | -16.2% |
| 3M | -21.8% | +2.0% | -23.8% | -23.5% |
| 6M | -40.1% | +13.0% | -53.2% | -50.1% |
| YTD | -46.6% | +13.5% | -60.1% | -55.4% |
| 1Y | -60.2% | +20.0% | -80.2% | -68.5% |
| All | -60.2% | +20.8% | -81.1% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling