+7.2%
TIPT vs SPY
+78.4%
-71.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | +2.1% | -3.7% | +5.8% | +4.5% |
| 3M | -2.2% | -2.7% | +0.6% | -0.6% |
| 6M | +2.6% | +2.2% | +0.4% | +0.8% |
| YTD | -2.5% | +10.8% | -13.4% | -9.7% |
| 1Y | -6.5% | +11.2% | -17.7% | -13.6% |
| 3Y | +7.2% | +76.5% | -69.3% | -41.0% |
| All | +7.2% | +78.4% | -71.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling