-44.5%
TOST vs FTAI
+909.4%
-953.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.0% | -12.4% | -3.9% |
| 7D | +9.4% | -3.7% | +13.2% | +9.8% |
| 30D | +13.5% | +3.1% | +10.4% | +11.3% |
| 3M | -0.1% | -18.3% | +18.2% | +2.8% |
| 6M | +22.5% | -36.6% | +59.1% | +32.7% |
| YTD | -2.4% | -7.9% | +5.5% | -8.7% |
| 1Y | -4.7% | +12.0% | -16.7% | -17.0% |
| 3Y | +103.2% | +361.5% | -258.3% | -29.0% |
| 5Y | -41.2% | +819.9% | -861.1% | -88.4% |
| All | -44.5% | +909.4% | -953.9% | -88.4% |
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 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