+15.0%
TSN vs CAPR
+64.2%
-49.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.4% | -9.1% | +0.3% |
| 7D | +4.9% | +36.0% | -31.2% | +5.0% |
| 30D | +12.1% | +25.8% | -13.7% | +12.1% |
| 3M | +4.1% | +140.8% | -136.7% | +4.5% |
| 6M | -10.9% | -67.6% | +56.7% | -11.1% |
| YTD | +4.8% | -65.9% | +70.7% | +4.6% |
| All | +15.0% | +64.2% | -49.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling