+10.4%
FTAI vs TLN
-23.3%
+33.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | -5.2% | -1.3% | -3.9% | -4.5% |
| 30D | -17.9% | -14.3% | -3.6% | -10.7% |
| 3M | -22.7% | -9.3% | -13.4% | -19.6% |
| 6M | -28.0% | -1.1% | -26.9% | -27.5% |
| YTD | -5.0% | -16.6% | +11.6% | +0.5% |
| 1Y | +10.4% | -22.0% | +32.4% | +21.0% |
| All | +10.4% | -23.3% | +33.7% | +21.0% |
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