+43,572.8%
TJX vs BRO
+25,535.4%
+18,037.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -7.3% | +2.7% | -3.0% |
| 30D | -17.2% | -6.9% | -10.3% | -16.0% |
| 3M | -24.9% | +10.7% | -35.6% | -26.7% |
| 6M | -19.7% | -2.7% | -17.0% | -19.6% |
| YTD | -17.2% | -16.3% | -0.9% | -14.6% |
| 1Y | -9.4% | -29.1% | +19.7% | -3.4% |
| 3Y | +43.1% | -7.8% | +50.9% | +43.6% |
| 5Y | +96.7% | +18.7% | +78.0% | +86.0% |
| 10Y | +287.7% | +291.9% | -4.1% | +197.8% |
| All | +43,572.8% | +25,535.4% | +18,037.3% | +24,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling