-20.8%
TLT vs FTAI
+2,995.8%
-3,016.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.2% |
| 7D | -1.6% | -9.7% | +8.1% | -1.6% |
| 30D | -1.3% | -20.0% | +18.7% | -1.4% |
| 3M | -3.7% | -20.1% | +16.3% | -3.8% |
| 6M | -6.4% | -33.3% | +26.9% | -6.5% |
| YTD | -4.5% | -8.0% | +3.5% | -4.3% |
| 1Y | -5.9% | +8.0% | -13.8% | -5.4% |
| 3Y | -2.8% | +413.4% | -416.2% | -0.3% |
| 5Y | -35.1% | +858.6% | -893.6% | -32.5% |
| All | -20.8% | +2,995.8% | -3,016.6% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling