-13.9%
TSN vs CAPR
+160.6%
-174.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.4% | -9.1% | +0.3% |
| 7D | +4.9% | +36.0% | -31.2% | +4.9% |
| 30D | +12.1% | +25.8% | -13.7% | +12.1% |
| 3M | +4.1% | +140.8% | -136.7% | +4.1% |
| 6M | -10.9% | -67.6% | +56.7% | -11.0% |
| YTD | +4.8% | -65.9% | +70.7% | +4.7% |
| 1Y | +17.6% | +66.1% | -48.5% | +17.2% |
| 3Y | +43.2% | +256.9% | -213.7% | +37.3% |
| 5Y | -13.9% | +172.1% | -186.0% | -18.4% |
| All | -13.9% | +160.6% | -174.5% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling