+863.0%
FTAI vs TAP
-0.5%
+863.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | -0.2% | -5.1% | +4.9% | +0.7% |
| 30D | -13.6% | -8.4% | -5.2% | -12.4% |
| 3M | -20.6% | -3.9% | -16.6% | -20.5% |
| 6M | -32.6% | -14.4% | -18.2% | -30.8% |
| YTD | -5.4% | -14.7% | +9.4% | -3.3% |
| 1Y | +12.9% | -18.7% | +31.6% | +16.5% |
| 3Y | +428.1% | -32.6% | +460.8% | +470.9% |
| 5Y | +863.0% | -1.4% | +864.4% | +803.2% |
| All | +863.0% | -0.5% | +863.5% | +803.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling