-51.9%
TSLL vs FTAI
+1,107.4%
-1,159.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.8% |
| 7D | +5.8% | +3.9% | +1.9% | +4.0% |
| 30D | +21.7% | -8.8% | +30.5% | +27.0% |
| 3M | -28.2% | -14.5% | -13.8% | -22.5% |
| 6M | -29.5% | -24.0% | -5.4% | -20.5% |
| YTD | -47.5% | +0.5% | -48.0% | -49.0% |
| 1Y | -20.8% | +19.1% | -39.9% | -30.6% |
| 3Y | -26.7% | +460.7% | -487.5% | -78.4% |
| All | -51.9% | +1,107.4% | -1,159.4% | -91.5% |
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