-55.4%
TSLL vs FTAI
+1,104.9%
-1,160.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.1% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +17.8% | -12.1% | +29.8% | +25.1% |
| 3M | -37.0% | -21.3% | -15.7% | -28.9% |
| 6M | -37.7% | -30.2% | -7.4% | -26.8% |
| YTD | -51.4% | +0.3% | -51.6% | -52.7% |
| 1Y | -23.4% | +27.2% | -50.5% | -35.3% |
| 3Y | -30.8% | +443.9% | -474.7% | -79.2% |
| All | -55.4% | +1,104.9% | -1,160.4% | -92.1% |
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