+294.7%
TSN vs CAPR
-99.1%
+393.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.7% |
| 7D | -6.3% | -2.0% | -4.3% | -6.3% |
| 30D | -10.8% | +139.2% | -150.0% | -11.1% |
| 3M | -8.8% | -66.4% | +57.6% | -8.7% |
| 6M | -16.8% | -63.1% | +46.3% | -16.8% |
| YTD | -10.0% | -67.4% | +57.4% | -9.9% |
| 1Y | -5.3% | +58.2% | -63.5% | -6.6% |
| 3Y | +8.5% | +42.2% | -33.7% | +6.2% |
| 5Y | -22.9% | +87.3% | -110.2% | -24.9% |
| 10Y | -12.6% | -75.3% | +62.6% | -16.2% |
| All | +294.7% | -99.1% | +393.8% | +285.5% |
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