+1,757.1%
TSM vs FTAI
+2,995.8%
-1,238.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.1% |
| 7D | +2.6% | -9.7% | +12.3% | +4.7% |
| 30D | +1.4% | -20.0% | +21.4% | +5.7% |
| 3M | +5.0% | -20.1% | +25.0% | +9.1% |
| 6M | +24.0% | -33.3% | +57.2% | +32.2% |
| YTD | +41.6% | -8.0% | +49.6% | +41.9% |
| 1Y | +66.2% | +8.0% | +58.2% | +60.8% |
| 3Y | +398.2% | +413.4% | -15.2% | +232.8% |
| 5Y | +277.6% | +858.6% | -581.0% | +118.6% |
| All | +1,757.1% | +2,995.8% | -1,238.6% | +887.5% |
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