-2.4%
TJX vs BRO
-4.7%
+2.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.4% |
| 7D | -2.0% | +9.9% | -11.9% | -3.9% |
| 30D | +1.1% | +22.3% | -21.2% | -2.6% |
| 3M | -13.1% | +5.3% | -18.4% | -14.1% |
| 6M | -10.0% | +30.3% | -40.3% | -13.7% |
| YTD | -8.9% | -5.7% | -3.2% | -8.9% |
| 1Y | -2.4% | -3.5% | +1.1% | -2.8% |
| All | -2.4% | -4.7% | +2.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling