+863.0%
FTAI vs THC
+258.2%
+604.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.7% | -7.0% |
| 7D | -0.2% | +4.1% | -4.3% | -1.5% |
| 30D | -13.6% | +3.5% | -17.2% | -14.7% |
| 3M | -20.6% | +61.7% | -82.3% | -32.7% |
| 6M | -32.6% | +11.8% | -44.4% | -35.8% |
| YTD | -5.4% | +35.4% | -40.8% | -15.8% |
| 1Y | +12.9% | +37.0% | -24.1% | -0.7% |
| 3Y | +428.1% | +260.1% | +168.1% | +240.3% |
| 5Y | +863.0% | +262.6% | +600.4% | +496.5% |
| All | +863.0% | +258.2% | +604.8% | +496.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling