+3,076.9%
FTAI vs THC
+1,022.1%
+2,054.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -17.9% | -1.2% | -16.8% | -17.8% |
| 3M | -22.7% | +52.3% | -75.0% | -32.2% |
| 6M | -28.0% | +12.4% | -40.4% | -31.4% |
| YTD | -5.0% | +32.7% | -37.6% | -14.0% |
| 1Y | +10.4% | +36.4% | -26.0% | -1.4% |
| 3Y | +425.2% | +259.3% | +165.9% | +252.6% |
| 5Y | +890.3% | +262.7% | +627.7% | +532.8% |
| All | +3,076.9% | +1,022.1% | +2,054.8% | +1,267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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