-45.7%
TOST vs FTAI
+999.0%
-1,044.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -2.4% | -12.1% | +9.6% | +0.2% |
| 3M | +34.6% | -21.3% | +56.0% | +40.8% |
| 6M | +15.2% | -30.2% | +45.4% | +21.6% |
| YTD | -4.4% | +0.3% | -4.7% | -11.0% |
| 1Y | -17.4% | +27.2% | -44.6% | -30.2% |
| 3Y | +54.5% | +443.9% | -389.4% | -48.8% |
| All | -45.7% | +999.0% | -1,044.7% | -88.7% |
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