Tree roses can be a challenge to overwinter, even in mild climates. In a colder climate such as northern Minnesota and your zone 3 garden, they do take extra effort. Warmer days can trick the plant into thinking it is spring and pushing energy into forming leaf buds. That warm-up followed by a cold spell can kill some plants. Your perennials are better protected as the base of the plants are at ground level. A tree rose is at a disadvantage with the top being out in the cold, unprotected. You might give it another week or two, but I doubt it will leaf out.
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