+95.6%
TFC vs FTAI
+3,098.4%
-3,002.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.7% |
| 7D | -2.4% | -5.2% | +2.8% | -1.2% |
| 30D | -3.4% | -17.9% | +14.6% | +0.9% |
| 3M | +0.4% | -22.7% | +23.2% | +5.3% |
| 6M | +12.7% | -28.0% | +40.7% | +18.1% |
| YTD | +5.6% | -5.0% | +10.5% | +2.2% |
| 1Y | +16.0% | +10.4% | +5.6% | +6.8% |
| 3Y | +94.0% | +425.2% | -331.2% | -6.3% |
| 5Y | +16.2% | +890.3% | -874.2% | -57.0% |
| All | +95.6% | +3,098.4% | -3,002.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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