+16.5%
FTAI vs TRU
+2.1%
+14.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.6% | -15.1% | -10.9% |
| 7D | +7.4% | +10.5% | -3.1% | +6.4% |
| 30D | +9.0% | +28.7% | -19.7% | +5.8% |
| 3M | -18.9% | +0.7% | -19.6% | -19.3% |
| 6M | -24.9% | +19.3% | -44.2% | -28.0% |
| YTD | -8.3% | -3.7% | -4.5% | -11.5% |
| 1Y | +16.5% | +3.4% | +13.1% | +11.0% |
| All | +16.5% | +2.1% | +14.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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