-50.0%
TE vs FTAI
+1,396.2%
-1,446.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.8% | +2.9% | -1.5% |
| 7D | +15.0% | -0.2% | +15.2% | +15.1% |
| 30D | -7.5% | -13.6% | +6.1% | -4.1% |
| 3M | -42.0% | -20.6% | -21.4% | -38.2% |
| 6M | -31.4% | -32.6% | +1.2% | -25.3% |
| YTD | -26.5% | -5.4% | -21.1% | -25.6% |
| 1Y | +153.1% | +12.9% | +140.2% | +145.7% |
| 3Y | -20.7% | +428.1% | -448.8% | -46.4% |
| 5Y | -45.4% | +863.0% | -908.5% | -67.4% |
| All | -50.0% | +1,396.2% | -1,446.2% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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