+1,760.9%
FTAI vs TXG
+27.0%
+1,733.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.6% |
| 7D | -5.2% | +9.5% | -14.7% | -7.0% |
| 30D | -17.9% | +18.8% | -36.7% | -21.0% |
| 3M | -22.7% | +136.1% | -158.8% | -36.4% |
| 6M | -28.0% | +235.2% | -263.3% | -45.1% |
| YTD | -5.0% | +320.5% | -325.5% | -31.0% |
| 1Y | +10.4% | +425.2% | -414.8% | -24.4% |
| 3Y | +425.2% | +42.9% | +382.3% | +324.8% |
| 5Y | +890.3% | -62.8% | +953.2% | +826.8% |
| All | +1,760.9% | +27.0% | +1,733.9% | +1,208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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