-52.1%
TSLL vs FTAI
+1,120.6%
-1,172.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.3% | +0.6% | +5.7% |
| 7D | -14.3% | +0.5% | -14.9% | -13.9% |
| 30D | -6.2% | +17.0% | -23.1% | -13.4% |
| 3M | +21.2% | -7.8% | +29.0% | +24.7% |
| 6M | -36.6% | -26.2% | -10.4% | -26.7% |
| YTD | -47.8% | +1.6% | -49.3% | -50.0% |
| 1Y | -45.2% | +22.2% | -67.4% | -52.7% |
| 3Y | -3.3% | +415.7% | -418.9% | -70.1% |
| All | -52.1% | +1,120.6% | -1,172.7% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling