-40.6%
TOST vs FTAI
+808.9%
-849.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.0% | -12.4% | -4.0% |
| 7D | +9.4% | -3.7% | +13.2% | +9.8% |
| 30D | +13.5% | +3.1% | +10.4% | +11.2% |
| 3M | -0.1% | -18.3% | +18.2% | +2.8% |
| 6M | +22.5% | -36.6% | +59.1% | +32.9% |
| YTD | -2.4% | -7.9% | +5.5% | -8.9% |
| 1Y | -4.7% | +12.0% | -16.7% | -17.3% |
| 3Y | +103.2% | +361.5% | -258.3% | -33.0% |
| All | -40.6% | +808.9% | -849.5% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling