+2,582.9%
FTAI vs THC
+442.8%
+2,140.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +0.7% | -0.7% | +1.3% | +0.9% |
| 30D | -12.1% | +1.3% | -13.3% | -12.4% |
| 3M | -21.3% | +64.2% | -85.6% | -32.0% |
| 6M | -30.2% | +8.3% | -38.5% | -32.6% |
| YTD | +0.3% | +33.4% | -33.1% | -9.0% |
| 1Y | +27.2% | +37.7% | -10.5% | +13.7% |
| 3Y | +443.9% | +236.8% | +207.1% | +276.8% |
| 5Y | +853.5% | +249.3% | +604.3% | +526.0% |
| 10Y | +3,169.1% | +995.2% | +2,173.8% | +1,302.0% |
| All | +2,582.9% | +442.8% | +2,140.1% | +1,092.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling