+422.9%
FTAI vs TAP
-33.0%
+456.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.9% |
| 7D | -0.2% | -5.1% | +4.9% | -0.4% |
| 30D | -13.6% | -8.4% | -5.2% | -13.9% |
| 3M | -20.6% | -3.9% | -16.6% | -20.7% |
| 6M | -32.6% | -14.4% | -18.2% | -32.5% |
| YTD | -5.4% | -14.7% | +9.4% | -5.4% |
| 1Y | +12.9% | -18.7% | +31.6% | +13.1% |
| All | +422.9% | -33.0% | +456.0% | +422.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling