+2,975.0%
FTAI vs TAP
-50.5%
+3,025.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -9.7% | -5.3% | -4.4% | -8.2% |
| 30D | -20.0% | -7.4% | -12.6% | -18.3% |
| 3M | -20.1% | -4.9% | -15.1% | -19.6% |
| 6M | -33.3% | -14.2% | -19.1% | -30.8% |
| YTD | -8.0% | -14.8% | +6.8% | -4.9% |
| 1Y | +8.0% | -18.1% | +26.1% | +12.6% |
| 3Y | +413.4% | -32.7% | +446.1% | +461.2% |
| 5Y | +858.6% | -0.5% | +859.1% | +787.4% |
| All | +2,975.0% | -50.5% | +3,025.5% | +2,825.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling