+55.1%
TJX vs FAST
+98.9%
-43.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.7% |
| 7D | -5.7% | +4.3% | -10.0% | -6.8% |
| 30D | -3.9% | +8.3% | -12.2% | -5.8% |
| 3M | -12.1% | +6.5% | -18.6% | -13.6% |
| 6M | -7.8% | +29.5% | -37.3% | -13.9% |
| YTD | -10.4% | +41.3% | -51.6% | -18.4% |
| 1Y | -5.5% | +37.4% | -42.9% | -13.4% |
| All | +55.1% | +98.9% | -43.8% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling