+2,361.6%
FTAI vs DTE
+195.4%
+2,166.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | -9.7% | -2.0% | -7.7% | -8.6% |
| 30D | -20.0% | -2.4% | -17.6% | -18.9% |
| 3M | -20.1% | -7.3% | -12.8% | -16.7% |
| 6M | -33.3% | -7.6% | -25.6% | -30.4% |
| YTD | -8.0% | +5.8% | -13.8% | -11.6% |
| 1Y | +8.0% | +2.3% | +5.6% | +5.7% |
| 3Y | +413.4% | +45.0% | +368.4% | +296.6% |
| 5Y | +858.6% | +33.2% | +825.4% | +671.7% |
| 10Y | +3,003.7% | +141.4% | +2,862.3% | +1,801.1% |
| All | +2,361.6% | +195.4% | +2,166.1% | +1,409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling