+45,672.9%
TJX vs FAST
+71,032.6%
-25,359.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -2.2% | -0.4% | -1.9% | -2.2% |
| 30D | -17.1% | -0.8% | -16.4% | -17.0% |
| 3M | -16.5% | +5.8% | -22.2% | -18.1% |
| 6M | -17.8% | +8.0% | -25.8% | -20.0% |
| YTD | -13.2% | +25.6% | -38.8% | -19.5% |
| 1Y | -5.2% | +0.8% | -6.0% | -6.3% |
| 3Y | +48.2% | +86.1% | -37.9% | +20.2% |
| 5Y | +99.8% | +100.2% | -0.4% | +57.5% |
| 10Y | +291.1% | +494.2% | -203.1% | +120.0% |
| All | +45,672.9% | +71,032.6% | -25,359.7% | +7,848.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling