Tartar sauce's fancy French (by way of N'Awlins) cousin. Just like anything southern, there is more than one way to make it. Just, make it.
Mix all ingredients into a bowl.
Check seasoning. Cover with plastic wrap and chill for at least 1 hour.
Put it on everything.
Avoid anchovy paste. It has far too much salt. I find it more yuck than yum.
If you buy salt packed capers, look first for the small ones, the nonpariel capers. Capers of any kind should be soaked to remove the brine or salt, but salted capers need soaking and rinsing several times to remove the salt and leave the lovely caper flavor. It's a moment of extra effort, but well worth the time.
Of course you may add or subtract as you wish. Tomato paste or small diced tomato is not uncommon. It's your sauce so make it as you wish.