-12.6%
TLT vs FTAI
+2,658.1%
-2,670.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +1.0% | +10.7% | -9.6% | +1.1% |
| 3M | -2.7% | -16.4% | +13.7% | -2.8% |
| 6M | -4.1% | -32.2% | +28.1% | -4.3% |
| YTD | -5.4% | -7.7% | +2.4% | -5.1% |
| 1Y | -7.0% | +18.7% | -25.8% | -6.5% |
| 3Y | +2.8% | +354.3% | -351.5% | +5.5% |
| 5Y | -35.4% | +850.7% | -886.1% | -32.7% |
| All | -12.6% | +2,658.1% | -2,670.7% | -10.2% |
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