+432.8%
TIPT vs SPY
+739.7%
-306.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -0.4% | -0.6% | +0.2% | 0.0% |
| 30D | +2.1% | -3.7% | +5.8% | +5.1% |
| 3M | -2.2% | -2.7% | +0.6% | -0.2% |
| 6M | +2.6% | +2.2% | +0.4% | +0.2% |
| YTD | -2.5% | +10.8% | -13.4% | -11.1% |
| 1Y | -6.5% | +11.2% | -17.7% | -15.0% |
| 3Y | +7.2% | +76.5% | -69.3% | -33.6% |
| 5Y | +24.5% | +72.9% | -48.4% | -22.2% |
| 10Y | +247.3% | +304.8% | -57.6% | +22.1% |
| All | +432.8% | +739.7% | -306.8% | +75.9% |
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