-46.4%
TOST vs FTAI
+926.5%
-972.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.7% |
| 7D | -4.7% | +12.9% | -17.5% | -7.7% |
| 30D | +8.5% | +9.9% | -1.4% | +4.6% |
| 3M | -1.6% | -19.1% | +17.5% | +1.5% |
| 6M | +44.1% | -30.9% | +75.0% | +52.4% |
| YTD | -5.6% | -6.3% | +0.7% | -12.2% |
| 1Y | -12.6% | +20.0% | -32.6% | -25.5% |
| 3Y | +137.6% | +363.0% | -225.4% | -16.9% |
| 5Y | -30.4% | +864.8% | -895.1% | -86.1% |
| All | -46.4% | +926.5% | -972.9% | -88.9% |
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