+1,653.2%
FTAI vs TW
+209.8%
+1,443.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | -9.7% | -2.7% | -7.0% | -8.6% |
| 30D | -20.0% | -1.7% | -18.3% | -19.5% |
| 3M | -20.1% | +1.6% | -21.6% | -21.8% |
| 6M | -33.3% | -17.7% | -15.6% | -28.5% |
| YTD | -8.0% | -4.3% | -3.7% | -9.5% |
| 1Y | +8.0% | -13.1% | +21.1% | +11.2% |
| 3Y | +413.4% | +20.3% | +393.1% | +352.5% |
| 5Y | +858.6% | +22.0% | +836.6% | +717.0% |
| All | +1,653.2% | +209.8% | +1,443.4% | +843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling