+46,630.9%
TJX vs FAST
+79,450.6%
-32,819.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -0.3% | +4.2% | -4.5% | -1.6% |
| 30D | -5.6% | +6.7% | -12.3% | -7.4% |
| 3M | -12.3% | +8.0% | -20.4% | -14.4% |
| 6M | -7.7% | +27.4% | -35.1% | -14.4% |
| YTD | -11.4% | +40.5% | -51.9% | -20.6% |
| 1Y | -7.0% | +38.4% | -45.4% | -16.3% |
| 3Y | +53.3% | +98.7% | -45.4% | +22.0% |
| 5Y | +109.9% | +106.7% | +3.2% | +63.9% |
| 10Y | +310.0% | +545.1% | -235.1% | +125.2% |
| All | +46,630.9% | +79,450.6% | -32,819.7% | +7,744.8% |
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