TIPS vs Treasuries
long Treasuries · TIPS — correlation 0.73
1-year rolling correlation · green together, red apartas of 2026-09-11
- +0.73normally
- +0.87in crashes
- +0.42 ~ +0.921-year range
- 1.12positions if held 50/50
Nothing surprising, and that is the answer
They correlate 0.73, and +0.87 in crashes — not much of a change.
Held half and half, that is 1.12 positions by risk.
Try it on your own portfolio
Opens with these two already entered. Add what you hold and the vs the rest and New columns answer whether to add one more.
Open with long Treasuries · TIPSWeekly returns, 611 weeks since 2015, every price converted to USD. “Crashes” means the 5% of weeks long Treasuries fell hardest. One sample, one window — not a promise about the future.