+947.3%
FTAI vs TYL
-28.2%
+975.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.2% |
| 7D | +3.9% | -7.6% | +11.5% | +5.7% |
| 30D | -8.8% | +11.3% | -20.2% | -11.2% |
| 3M | -14.5% | +14.5% | -29.0% | -18.2% |
| 6M | -24.0% | -7.1% | -16.9% | -23.2% |
| YTD | +0.5% | -23.4% | +23.9% | +8.5% |
| 1Y | +19.1% | -38.6% | +57.7% | +41.6% |
| 3Y | +460.7% | -11.3% | +472.0% | +446.9% |
| 5Y | +947.3% | -28.0% | +975.3% | +978.5% |
| All | +947.3% | -28.2% | +975.5% | +978.5% |
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