+65.0%
TIPZ vs SPY
+911.0%
-846.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -0.9% | +2.0% | -2.9% | -0.9% |
| 6M | -0.7% | +13.0% | -13.7% | -0.5% |
| YTD | +1.7% | +13.5% | -11.9% | +1.9% |
| 1Y | +0.8% | +20.0% | -19.2% | +1.1% |
| 3Y | +12.4% | +77.2% | -64.7% | +14.0% |
| 5Y | +0.3% | +81.9% | -81.6% | +1.6% |
| 10Y | +25.4% | +314.1% | -288.7% | +35.6% |
| All | +65.0% | +911.0% | -846.0% | +96.1% |
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