+16.5%
FTAI vs TLN
-17.6%
+34.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.5% | -2.0% | -5.7% |
| 7D | +7.4% | -6.0% | +13.5% | +11.4% |
| 30D | +9.0% | -1.5% | +10.6% | +9.4% |
| 3M | -18.9% | -3.9% | -15.0% | -17.9% |
| 6M | -24.9% | -15.0% | -9.8% | -19.4% |
| YTD | -8.3% | -12.8% | +4.6% | -6.4% |
| 1Y | +16.5% | -17.3% | +33.8% | +24.7% |
| All | +16.5% | -17.6% | +34.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling