+43.1%
TJX vs BROS
+59.1%
-16.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -4.6% | -5.8% | +1.2% | -4.2% |
| 30D | -17.2% | -14.0% | -3.2% | -16.2% |
| 3M | -24.9% | -32.5% | +7.6% | -22.9% |
| 6M | -19.7% | -14.9% | -4.8% | -19.3% |
| YTD | -17.2% | -28.3% | +11.1% | -15.8% |
| 1Y | -9.4% | -34.0% | +24.6% | -7.6% |
| 3Y | +43.1% | +63.0% | -19.9% | +29.8% |
| All | +43.1% | +59.1% | -16.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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