-33.3%
FTAI vs DTE
-8.0%
-25.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -9.7% | -2.0% | -7.7% | -8.8% |
| 30D | -20.0% | -2.4% | -17.6% | -19.1% |
| 3M | -20.1% | -7.3% | -12.8% | -18.4% |
| 6M | -33.3% | -7.6% | -25.6% | -31.2% |
| All | -33.3% | -8.0% | -25.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 6mo: compounded portfolio wealth divided by compounded DTE 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…
6mo analysis · Full analysis span regression · 6 months rolling