VTIP: how its history is extended
VTIP returns from its first trading day; earlier history from TIP, then VIPSX. (represented by the tips asset chain before its own history)
Kind
Backfill chain
Extended from
2000-06-30
Through
2026-08-24
Sources
VTIP → TIP → VIPSX
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| VTIP | TIP | 2012-10-16 | 13.85 | 0.8454 | 0.561 | FAIL (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| TIP | VIPSX | 2003-12-05 | 22.75 | 0.9931 | 0.146 | 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.