+27.2%
FTAI vs TLN
-17.2%
+44.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.3% | -3.6% |
| 7D | +0.7% | +7.1% | -6.4% | -3.1% |
| 30D | -12.1% | -3.9% | -8.2% | -10.3% |
| 3M | -21.3% | -16.2% | -5.2% | -14.6% |
| 6M | -30.2% | -5.8% | -24.4% | -28.3% |
| YTD | +0.3% | -15.4% | +15.7% | +5.2% |
| 1Y | +27.2% | -16.7% | +43.8% | +40.8% |
| All | +27.2% | -17.2% | +44.3% | +40.8% |
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