+389.5%
TPR vs FTAI
+2,518.4%
-2,128.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +6.4% | +6.7% | -0.3% | +4.0% |
| 30D | +13.8% | +15.7% | -2.0% | +8.2% |
| 3M | -16.6% | -14.9% | -1.7% | -14.7% |
| 6M | +0.7% | -31.4% | +32.1% | +7.8% |
| YTD | +5.3% | -2.1% | +7.5% | +1.1% |
| 1Y | +32.4% | +23.6% | +8.7% | +18.9% |
| 3Y | +406.4% | +383.8% | +22.6% | +160.4% |
| 5Y | +227.9% | +913.3% | -685.4% | +26.1% |
| 10Y | +371.7% | +2,831.2% | -2,459.5% | +36.0% |
| All | +389.5% | +2,518.4% | -2,128.8% | +41.0% |
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