+1,125.3%
FTAI vs TSLQ
-97.2%
+1,222.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.4% |
| 7D | -9.7% | +5.7% | -15.4% | -8.7% |
| 30D | -20.0% | -21.1% | +1.1% | -22.4% |
| 3M | -20.1% | -11.5% | -8.5% | -19.0% |
| 6M | -33.3% | -14.9% | -18.4% | -31.1% |
| YTD | -8.0% | +2.4% | -10.4% | -1.6% |
| 1Y | +8.0% | -49.8% | +57.7% | +6.1% |
| 3Y | +413.4% | -95.8% | +509.2% | +316.2% |
| All | +1,125.3% | -97.2% | +1,222.5% | +948.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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