+1.4%
TPR vs FTAI
-33.1%
+34.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | 0.0% |
| 7D | -1.1% | +12.9% | -14.0% | -2.9% |
| 30D | +15.1% | +9.9% | +5.2% | +12.1% |
| 3M | -13.4% | -19.1% | +5.7% | -10.4% |
| 6M | +1.4% | -30.9% | +32.2% | +8.9% |
| All | +1.4% | -33.1% | +34.4% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling