+418.3%
TREE vs SPY
+706.9%
-288.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.7% |
| 7D | -3.4% | +2.6% | -6.0% | -6.3% |
| 30D | +48.0% | -2.0% | +49.9% | +51.6% |
| 3M | +8.8% | -2.8% | +11.6% | +12.6% |
| 6M | -1.1% | +2.1% | -3.3% | -3.8% |
| YTD | -32.6% | +11.5% | -44.1% | -40.7% |
| 1Y | -29.5% | +13.5% | -42.9% | -39.0% |
| 3Y | +144.9% | +77.7% | +67.2% | +27.5% |
| 5Y | -75.7% | +72.6% | -148.3% | -85.8% |
| 10Y | -62.4% | +308.2% | -370.6% | -90.3% |
| All | +418.3% | +706.9% | -288.6% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling