+1,701.2%
FTAI vs TXG
+22.9%
+1,678.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | -9.7% | +5.0% | -14.7% | -10.6% |
| 30D | -20.0% | +13.5% | -33.5% | -22.3% |
| 3M | -20.1% | +128.0% | -148.1% | -33.7% |
| 6M | -33.3% | +224.4% | -257.7% | -48.8% |
| YTD | -8.0% | +307.0% | -315.0% | -32.7% |
| 1Y | +8.0% | +427.2% | -419.3% | -26.1% |
| 3Y | +413.4% | +40.2% | +373.3% | +317.0% |
| 5Y | +858.6% | -64.0% | +922.6% | +803.1% |
| All | +1,701.2% | +22.9% | +1,678.3% | +1,175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling