+330.4%
TSM vs FTAI
+362.7%
-32.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +6.2% | +0.2% | +6.0% | +6.0% |
| 30D | -7.3% | +10.7% | -17.9% | -9.7% |
| 3M | -7.1% | -16.4% | +9.3% | -4.6% |
| 6M | +0.2% | -32.2% | +32.4% | +6.8% |
| YTD | +32.2% | -7.7% | +40.0% | +32.0% |
| 1Y | +42.8% | +18.7% | +24.1% | +36.1% |
| 3Y | +330.4% | +354.3% | -23.9% | +152.4% |
| All | +330.4% | +362.7% | -32.3% | +152.4% |
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