In order to create a thesis statement, it is always good to review the text and peruse certain passages that point to the topic under consideration. For instance, with respect to the tragic nature of Brutus, you will want to review his soliloquy in Act II, Scene I, in which Brutus subjugates his personal friendship and loyalty to Caesar to his higher principle of honor. And, it is this consideration of honor that determines Brutus's decision to join the conspiracy.
The abuse of greatness is when it disjoins
Remorse from power, and, to speak truth of Caesar,
I have not known when his affections sway'd
More than his reason. But 'tis a common proof
That lowliness is young ambition's ladder,
Whereto the climber-upward turns his face;
But when he once attains the upmost round,
He then unto the ladder turns his back, (2.1.18-25)
Brutus, thus, joins the conspirators because he feels that Caesar has become too ambitious. In addition, Brutus thinks illogically in some of his arguments to himself about joining the conspiracy, such as his analogy of Caesar to a "serpent's egg." He also assumes that the power of a crown will corrupt Caesar if he becomes emperor, and he will look down on others.
In his noble design to remove the threat of tyranny in Rome, Brutus abandons Rome to civil war after the assassination, a war that causes murder and chaos. His blindness to personal loyalties causes Brutus to ignore his wife Portia, who later commits suicide. Further, Brutus commits other misjudgments because of his allowing his public self to supercede his roles husband and friend rather than listen to Cassius's suggestions regarding the ensuing battle at Philippi.
So, it seems that Brutus's placing of his honorable role as a public servant over his role of husband and friend lead to his tragic demise. Perhaps, then, you can construct a thesis statement that incorporates these ideas. That is, the thesis statement is your judgment of what causes Brutus to be a tragic hero and why and how.