+62.4%
TIPZ vs SPY
+864.5%
-802.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.1% |
| 7D | -1.0% | -4.7% | +3.7% | -1.1% |
| 30D | +1.2% | -5.9% | +7.1% | +1.1% |
| 3M | -1.6% | -4.5% | +3.0% | -1.6% |
| 6M | -2.4% | +1.8% | -4.2% | -2.4% |
| YTD | +0.1% | +8.3% | -8.2% | +0.2% |
| 1Y | -1.0% | +9.3% | -10.3% | -0.8% |
| 3Y | +11.2% | +74.9% | -63.7% | +12.7% |
| 5Y | -2.5% | +67.3% | -69.7% | -1.5% |
| 10Y | +23.2% | +311.6% | -288.4% | +33.7% |
| All | +62.4% | +864.5% | -802.1% | +92.9% |
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