+96.0%
TFC vs FTAI
+362.7%
-266.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | +2.3% | +0.2% | +2.0% | +2.2% |
| 30D | +10.8% | +10.7% | +0.1% | +9.2% |
| 3M | -3.8% | -16.4% | +12.7% | -2.7% |
| 6M | +9.6% | -32.2% | +41.8% | +12.7% |
| YTD | +5.8% | -7.7% | +13.5% | +4.2% |
| 1Y | +16.2% | +18.7% | -2.6% | +10.9% |
| 3Y | +96.0% | +354.3% | -258.3% | +10.8% |
| All | +96.0% | +362.7% | -266.7% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling