+433.1%
TIPT vs SPY
+750.7%
-317.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -1.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.2% |
| 30D | +1.6% | -2.4% | +3.9% | +3.4% |
| 3M | -1.9% | -1.2% | -0.7% | -1.2% |
| 6M | +3.7% | +3.3% | +0.4% | +0.5% |
| YTD | -2.5% | +12.3% | -14.8% | -12.0% |
| 1Y | -5.0% | +12.4% | -17.5% | -14.4% |
| 3Y | +7.3% | +78.8% | -71.5% | -34.3% |
| 5Y | +23.4% | +75.2% | -51.7% | -23.7% |
| 10Y | +239.1% | +311.1% | -72.0% | +17.8% |
| All | +433.1% | +750.7% | -317.6% | +74.1% |
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 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