+2,210.7%
FTAI vs TRU
+225.6%
+1,985.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -9.7% | -9.4% | -0.3% | -6.2% |
| 30D | -20.0% | -4.1% | -15.9% | -18.9% |
| 3M | -20.1% | +13.6% | -33.6% | -25.3% |
| 6M | -33.3% | +3.6% | -36.9% | -35.4% |
| YTD | -8.0% | -9.8% | +1.8% | -7.0% |
| 1Y | +8.0% | -13.6% | +21.6% | +10.3% |
| 3Y | +413.4% | -2.0% | +415.4% | +374.0% |
| 5Y | +858.6% | -35.8% | +894.4% | +934.7% |
| 10Y | +3,003.7% | +142.9% | +2,860.7% | +2,450.6% |
| All | +2,210.7% | +225.6% | +1,985.1% | +1,793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling