+3,076.9%
FTAI vs TDY
+479.2%
+2,597.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.4% |
| 7D | -5.2% | -1.1% | -4.1% | -4.3% |
| 30D | -17.9% | -12.0% | -5.9% | -9.3% |
| 3M | -22.7% | -3.2% | -19.5% | -20.4% |
| 6M | -28.0% | -7.9% | -20.1% | -22.3% |
| YTD | -5.0% | +18.2% | -23.2% | -14.6% |
| 1Y | +10.4% | +6.7% | +3.7% | +6.4% |
| 3Y | +425.2% | +47.5% | +377.7% | +302.1% |
| 5Y | +890.3% | +39.5% | +850.8% | +677.8% |
| All | +3,076.9% | +479.2% | +2,597.7% | +1,415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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