+288.1%
TJX vs FAST
+506.2%
-218.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -4.0% | +1.8% | -5.7% | -4.6% |
| 30D | -20.3% | -6.4% | -13.9% | -18.2% |
| 3M | -23.3% | +5.3% | -28.6% | -25.1% |
| 6M | -19.7% | +5.4% | -25.1% | -21.9% |
| YTD | -17.1% | +23.6% | -40.7% | -24.7% |
| 1Y | -8.8% | +4.1% | -12.9% | -11.4% |
| 3Y | +43.4% | +92.4% | -49.0% | +4.5% |
| 5Y | +95.2% | +106.1% | -10.9% | +36.2% |
| 10Y | +288.1% | +524.1% | -236.0% | +85.3% |
| All | +288.1% | +506.2% | -218.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling