+310.9%
TREE vs SPY
+721.8%
-410.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.9% |
| 6M | -40.1% | +13.0% | -53.2% | -48.5% |
| YTD | -46.6% | +13.5% | -60.1% | -54.0% |
| 1Y | -60.2% | +20.0% | -80.2% | -67.9% |
| 3Y | +51.4% | +77.2% | -25.8% | -20.8% |
| 5Y | -82.9% | +81.9% | -164.8% | -90.6% |
| 10Y | -70.4% | +314.1% | -384.4% | -92.5% |
| All | +310.9% | +721.8% | -410.9% | -39.5% |
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 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