+285.0%
TSM vs FTAI
+929.6%
-644.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +0.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.7% |
| 30D | +4.0% | -13.6% | +17.7% | +7.3% |
| 3M | +2.0% | -20.6% | +22.5% | +6.8% |
| 6M | +25.5% | -32.6% | +58.1% | +34.9% |
| YTD | +44.0% | -5.4% | +49.4% | +43.3% |
| 1Y | +75.4% | +12.9% | +62.5% | +67.0% |
| 3Y | +406.7% | +428.1% | -21.4% | +179.9% |
| 5Y | +285.0% | +863.0% | -578.0% | +66.6% |
| All | +285.0% | +929.6% | -644.6% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling