+3,076.9%
FTAI vs TCOM
-9.8%
+3,086.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | -5.2% | -4.9% | -0.3% | -4.0% |
| 30D | -17.9% | -14.4% | -3.5% | -14.8% |
| 3M | -22.7% | -17.7% | -5.1% | -19.4% |
| 6M | -28.0% | -25.1% | -2.9% | -23.0% |
| YTD | -5.0% | -45.7% | +40.8% | +9.4% |
| 1Y | +10.4% | -47.9% | +58.2% | +28.2% |
| 3Y | +425.2% | +8.9% | +416.3% | +374.0% |
| 5Y | +890.3% | +26.9% | +863.5% | +688.9% |
| All | +3,076.9% | -9.8% | +3,086.7% | +2,276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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