-26.7%
DT vs FTAI
+847.8%
-874.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.0% |
| 7D | -2.5% | -9.7% | +7.1% | -1.2% |
| 30D | +3.5% | -20.0% | +23.5% | +6.5% |
| 3M | +26.7% | -20.1% | +46.8% | +29.5% |
| 6M | +36.1% | -33.3% | +69.4% | +41.1% |
| YTD | +18.6% | -8.0% | +26.6% | +14.9% |
| 1Y | +7.9% | +8.0% | -0.1% | +0.4% |
| 3Y | +8.6% | +413.4% | -404.8% | -45.6% |
| 5Y | -26.7% | +858.6% | -885.2% | -74.5% |
| All | -26.7% | +847.8% | -874.5% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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