-9.1%
TSN vs CAPR
-77.1%
+68.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.7% |
| 7D | -5.0% | -9.5% | +4.4% | -5.0% |
| 30D | -9.1% | +121.5% | -130.6% | -9.5% |
| 3M | -7.4% | -65.4% | +58.0% | -7.3% |
| 6M | -13.4% | -67.5% | +54.2% | -13.3% |
| YTD | -8.5% | -68.6% | +60.1% | -8.4% |
| 1Y | -3.2% | +42.7% | -45.9% | -5.2% |
| 3Y | +11.5% | +43.4% | -31.9% | +7.5% |
| 5Y | -19.5% | +86.0% | -105.6% | -23.1% |
| 10Y | -9.1% | -77.4% | +68.3% | -13.2% |
| All | -9.1% | -77.1% | +68.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling