+561.5%
FTAI vs TLN
+589.3%
-27.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.1% |
| 7D | -0.2% | +5.8% | -6.0% | -2.4% |
| 30D | -13.6% | -6.9% | -6.8% | -11.2% |
| 3M | -20.6% | -10.9% | -9.7% | -17.4% |
| 6M | -32.6% | -4.6% | -28.0% | -31.3% |
| YTD | -5.4% | -14.7% | +9.4% | -0.8% |
| 1Y | +12.9% | -17.9% | +30.8% | +19.4% |
| 3Y | +428.1% | +483.9% | -55.7% | +207.1% |
| All | +561.5% | +589.3% | -27.8% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling