+11.5%
TIPZ vs SPY
+74.5%
-63.0%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.4% |
| 7D | -1.0% | -4.7% | +3.7% | -0.8% |
| 30D | +1.2% | -5.9% | +7.1% | +1.5% |
| 3M | -1.6% | -4.5% | +3.0% | -1.4% |
| 6M | -2.4% | +1.8% | -4.2% | -2.5% |
| YTD | +0.1% | +8.3% | -8.2% | -0.3% |
| 1Y | -1.0% | +9.3% | -10.3% | -1.4% |
| All | +11.5% | +74.5% | -63.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling