+33.8%
TIPX vs SPY
+483.9%
-450.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | -0.4% | +2.0% | -2.4% | -0.4% |
| 6M | +0.2% | +13.0% | -12.8% | -0.1% |
| YTD | +1.2% | +13.5% | -12.3% | +0.9% |
| 1Y | +1.3% | +20.0% | -18.6% | +0.9% |
| 3Y | +15.1% | +77.2% | -62.1% | +13.6% |
| 5Y | +9.0% | +81.9% | -72.9% | +7.2% |
| 10Y | +32.8% | +314.1% | -281.3% | +31.3% |
| All | +33.8% | +483.9% | -450.1% | +31.9% |
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