+2,369.3%
FTAI vs TAP
-27.0%
+2,396.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.3% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +10.7% | +5.7% | +4.9% | +8.4% |
| 3M | -16.4% | -1.9% | -14.5% | -16.6% |
| 6M | -32.2% | +0.9% | -33.2% | -33.4% |
| YTD | -7.7% | -9.5% | +1.8% | -6.9% |
| 1Y | +18.7% | -9.0% | +27.7% | +19.3% |
| 3Y | +354.3% | -22.2% | +376.6% | +368.5% |
| 5Y | +850.7% | +1.2% | +849.5% | +788.2% |
| 10Y | +2,664.3% | -46.1% | +2,710.5% | +2,478.7% |
| All | +2,369.3% | -27.0% | +2,396.3% | +2,196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling