+90.3%
TIPT vs SPY
+81.8%
+8.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -1.9% | +0.5% | -2.5% | -2.3% |
| 30D | -0.5% | -0.9% | +0.4% | +0.2% |
| 3M | +1.9% | +3.9% | -2.0% | -1.0% |
| 6M | +6.8% | +14.5% | -7.7% | -3.6% |
| YTD | -0.6% | +12.9% | -13.5% | -9.5% |
| 1Y | -19.1% | +19.4% | -38.5% | -29.4% |
| 3Y | +12.9% | +78.5% | -65.6% | -27.8% |
| 5Y | +90.3% | +81.8% | +8.6% | +23.1% |
| All | +90.3% | +81.8% | +8.6% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling