+3,076.9%
FTAI vs TNA
+86.1%
+2,990.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.9% |
| 7D | -5.2% | -7.3% | +2.1% | -2.5% |
| 30D | -17.9% | -14.2% | -3.7% | -13.1% |
| 3M | -22.7% | -4.6% | -18.2% | -21.3% |
| 6M | -28.0% | +36.9% | -64.9% | -35.2% |
| YTD | -5.0% | +42.5% | -47.5% | -15.8% |
| 1Y | +10.4% | +45.8% | -35.4% | -3.9% |
| 3Y | +425.2% | +104.7% | +320.6% | +270.1% |
| 5Y | +890.3% | -21.7% | +912.0% | +754.4% |
| All | +3,076.9% | +86.1% | +2,990.8% | +1,536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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