+10.4%
FTAI vs TRU
-13.7%
+24.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.2% |
| 7D | -5.2% | -2.7% | -2.5% | -4.9% |
| 30D | -17.9% | -2.0% | -15.9% | -17.8% |
| 3M | -22.7% | +18.4% | -41.2% | -25.9% |
| 6M | -28.0% | +8.9% | -36.9% | -30.0% |
| YTD | -5.0% | -8.9% | +4.0% | -5.8% |
| 1Y | +10.4% | -15.9% | +26.3% | +7.5% |
| All | +10.4% | -13.7% | +24.0% | +7.5% |
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