+10.4%
FTAI vs TXG
+453.6%
-443.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.4% |
| 7D | -5.2% | +9.5% | -14.7% | -7.5% |
| 30D | -17.9% | +18.8% | -36.7% | -21.8% |
| 3M | -22.7% | +136.1% | -158.8% | -40.5% |
| 6M | -28.0% | +235.2% | -263.3% | -49.5% |
| YTD | -5.0% | +320.5% | -325.5% | -35.9% |
| 1Y | +10.4% | +425.2% | -414.8% | -28.7% |
| All | +10.4% | +453.6% | -443.2% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling