+856.3%
FTAI vs TAP
+0.6%
+855.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.9% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | +10.7% | +5.7% | +4.9% | +9.2% |
| 3M | -16.4% | -1.9% | -14.5% | -16.5% |
| 6M | -32.2% | +0.9% | -33.2% | -33.0% |
| YTD | -7.7% | -9.5% | +1.8% | -6.9% |
| 1Y | +18.7% | -9.0% | +27.7% | +19.4% |
| 3Y | +354.3% | -22.2% | +376.6% | +367.7% |
| All | +856.3% | +0.6% | +855.7% | +793.6% |
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