+117.6%
DT vs FTAI
+2,040.0%
-1,922.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | +2.0% | -12.1% | +14.1% | +3.9% |
| 3M | +20.0% | -21.3% | +41.3% | +23.6% |
| 6M | +39.3% | -30.2% | +69.5% | +44.1% |
| YTD | +19.8% | +0.3% | +19.5% | +14.6% |
| 1Y | +4.3% | +27.2% | -22.9% | -5.9% |
| 3Y | +7.7% | +443.9% | -436.2% | -38.6% |
| 5Y | -26.8% | +853.5% | -880.4% | -65.4% |
| All | +117.6% | +2,040.0% | -1,922.4% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling