+459.1%
TIPT vs SPY
+760.2%
-301.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +3.5% | +0.1% | +3.5% | +3.5% |
| 3M | +6.2% | +2.0% | +4.2% | +4.1% |
| 6M | +10.9% | +13.0% | -2.1% | -0.1% |
| YTD | +2.3% | +13.5% | -11.3% | -8.3% |
| 1Y | -19.7% | +20.0% | -39.6% | -31.2% |
| 3Y | +9.9% | +77.2% | -67.3% | -31.9% |
| 5Y | +97.4% | +81.9% | +15.5% | +18.6% |
| 10Y | +296.9% | +314.1% | -17.1% | +37.3% |
| All | +459.1% | +760.2% | -301.1% | +81.3% |
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