+283.6%
TJX vs BRO
+294.2%
-10.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | -7.3% | +2.7% | -1.2% |
| 30D | -17.2% | -6.9% | -10.3% | -14.5% |
| 3M | -24.9% | +10.7% | -35.6% | -28.9% |
| 6M | -19.7% | -2.7% | -17.0% | -19.6% |
| YTD | -17.2% | -16.3% | -0.9% | -11.3% |
| 1Y | -9.4% | -29.1% | +19.7% | +5.0% |
| 3Y | +43.1% | -7.8% | +50.9% | +39.6% |
| 5Y | +96.7% | +18.7% | +78.0% | +58.9% |
| All | +283.6% | +294.2% | -10.6% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling