+43.1%
TJX vs BRO
-7.6%
+50.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -7.3% | +2.7% | -2.9% |
| 30D | -17.2% | -6.9% | -10.3% | -15.8% |
| 3M | -24.9% | +10.7% | -35.6% | -26.7% |
| 6M | -19.7% | -2.7% | -17.0% | -19.4% |
| YTD | -17.2% | -16.3% | -0.9% | -13.8% |
| 1Y | -9.4% | -29.1% | +19.7% | -1.4% |
| 3Y | +43.1% | -7.8% | +50.9% | +40.4% |
| All | +43.1% | -7.6% | +50.7% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling