TreeSet will use the natural ordering of the elements in this case (since you are not passing a Comparator to the TreeSet constructor.) And I think the natural ordering of enums is the order in which the enum constants are declared in the body of the enum. You could try and change the order of declaration in the enum and run it again to confirm.
All code in my posts, unless a source is explicitly mentioned, is my own.
Compares this enum with the specified object for order. Returns a negative integer, zero, or a positive integer as this object is less than, equal to, or greater than the specified object. Enum constants are only comparable to other enum constants of the same enum type. The natural order implemented by this method is the order in which the constants are declared.
compareTo in interface Comparable<E extends Enum<E>>
o - the object to be compared.
a negative integer, zero, or a positive integer as this object is less than, equal to, or greater than the specified object.