+886.6%
FTAI vs TYL
-22.0%
+908.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.4% |
| 7D | -6.1% | +4.3% | -10.4% | -7.1% |
| 30D | +10.9% | +28.0% | -17.1% | +5.0% |
| 3M | -12.1% | +32.3% | -44.5% | -17.8% |
| 6M | -30.0% | +29.9% | -59.9% | -35.0% |
| YTD | -3.7% | -7.1% | +3.4% | -0.4% |
| 1Y | +14.8% | -9.2% | +24.0% | +19.7% |
| 3Y | +376.0% | +0.7% | +375.2% | +359.8% |
| 5Y | +886.6% | -21.1% | +907.6% | +933.0% |
| All | +886.6% | -22.0% | +908.6% | +933.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 5y: compounded portfolio wealth divided by compounded TYL 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…
5y analysis · Full analysis span regression · 6 months rolling