+1,711.3%
FTAI vs TW
+206.7%
+1,504.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.8% |
| 7D | -5.2% | -4.5% | -0.7% | -3.3% |
| 30D | -17.9% | -2.3% | -15.7% | -17.3% |
| 3M | -22.7% | +2.6% | -25.3% | -24.7% |
| 6M | -28.0% | -17.5% | -10.5% | -23.1% |
| YTD | -5.0% | -5.3% | +0.4% | -6.1% |
| 1Y | +10.4% | -14.8% | +25.2% | +14.7% |
| 3Y | +425.2% | +18.8% | +406.4% | +365.4% |
| 5Y | +890.3% | +20.7% | +869.6% | +747.7% |
| All | +1,711.3% | +206.7% | +1,504.6% | +878.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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