+2,369.3%
FTAI vs THC
+485.8%
+1,883.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.2% | +1.0% | -0.7% | 0.0% |
| 30D | +10.7% | +5.3% | +5.3% | +8.7% |
| 3M | -16.4% | +7.1% | -23.5% | -18.4% |
| 6M | -32.2% | +46.0% | -78.2% | -39.9% |
| YTD | -7.7% | +43.9% | -51.6% | -18.3% |
| 1Y | +18.7% | +45.4% | -26.7% | +4.6% |
| 3Y | +354.3% | +421.3% | -67.0% | +180.8% |
| 5Y | +850.7% | +261.5% | +589.2% | +517.3% |
| 10Y | +2,664.3% | +1,865.8% | +798.5% | +976.6% |
| All | +2,369.3% | +485.8% | +1,883.5% | +969.9% |
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