+15.4%
TSLL vs FTAI
-19.4%
+34.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.0% | -2.3% | +3.1% |
| 7D | -21.2% | -3.7% | -17.5% | -19.6% |
| 30D | -13.3% | +3.1% | -16.4% | -13.6% |
| 3M | +15.4% | -18.3% | +33.7% | +30.0% |
| All | +15.4% | -19.4% | +34.8% | +30.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling