+362.8%
TSN vs CAPR
-99.1%
+461.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.7% | +0.7% |
| 7D | +5.8% | +7.6% | -1.8% | +5.8% |
| 30D | +12.8% | +13.3% | -0.4% | +12.8% |
| 3M | +6.5% | +130.4% | -123.9% | +6.0% |
| 6M | -10.3% | -70.8% | +60.5% | -10.2% |
| YTD | +5.5% | -69.3% | +74.8% | +5.6% |
| 1Y | +15.8% | +59.5% | -43.7% | +14.1% |
| 3Y | +42.5% | +216.8% | -174.3% | +38.9% |
| 5Y | -14.3% | +152.7% | -167.1% | -16.7% |
| 10Y | +18.2% | -68.2% | +86.4% | +13.4% |
| All | +362.8% | -99.1% | +461.9% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling