+66.6%
TREE vs SPY
+76.5%
-9.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.9% |
| 7D | -4.5% | -0.4% | -4.2% | -4.0% |
| 30D | -17.7% | -1.4% | -16.3% | -16.0% |
| 3M | -27.0% | +3.7% | -30.7% | -31.0% |
| 6M | -37.7% | +13.0% | -50.7% | -48.6% |
| YTD | -50.0% | +12.4% | -62.4% | -58.0% |
| 1Y | -63.4% | +18.5% | -81.9% | -71.6% |
| All | +66.6% | +76.5% | -9.9% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling