VTAPX: how its history is extended
VTAPX returns from its first trading day; earlier history from VTIP, then STIP, then TIPS.CM2.5. (represented by the tips_short asset chain before its own history)
Kind
Backfill chain
Extended from
2004-01-05
Through
2026-10-13
Sources
VTAPX → VTIP → STIP → TIPS.CM2.5
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| VTAPX | VTIP | 2012-10-16 | 13.98 | 0.9932 | -0.005 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| VTIP | STIP | 2012-10-16 | 13.98 | 0.9937 | 0.022 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| STIP | TIPS.CM2.5 | 2010-12-03 | 15.85 | 0.9736 | 0.115 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
Figures on this page are computed from the data store when the page renders; the gate is re-checked every time an extension is used. Method: the lab's tracking standard, lab.data.chains.