-83.5%
TREE vs SPY
+81.0%
-164.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.7% |
| 7D | -4.5% | -0.4% | -4.2% | -3.9% |
| 30D | -17.7% | -1.4% | -16.3% | -15.5% |
| 3M | -27.0% | +3.7% | -30.7% | -32.2% |
| 6M | -37.7% | +13.0% | -50.7% | -51.2% |
| YTD | -50.0% | +12.4% | -62.4% | -60.0% |
| 1Y | -63.4% | +18.5% | -81.9% | -73.6% |
| 3Y | +59.5% | +77.6% | -18.1% | -50.5% |
| 5Y | -83.5% | +81.7% | -165.2% | -94.9% |
| All | -83.5% | +81.0% | -164.5% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling