+95.1%
TJX vs BROS
+38.3%
+56.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -4.0% | -6.6% | +2.6% | -3.3% |
| 30D | -20.3% | -12.3% | -8.0% | -19.4% |
| 3M | -23.3% | -22.2% | -1.1% | -21.8% |
| 6M | -19.7% | -14.3% | -5.5% | -19.2% |
| YTD | -17.1% | -26.6% | +9.4% | -15.5% |
| 1Y | -8.8% | -31.5% | +22.7% | -6.7% |
| 3Y | +43.4% | +62.3% | -18.9% | +30.2% |
| All | +95.1% | +38.3% | +56.8% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling