+270.1%
TSM vs FTAI
+875.1%
-605.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.9% |
| 7D | +14.8% | +12.9% | +2.0% | +11.5% |
| 30D | -8.9% | +9.9% | -18.8% | -11.4% |
| 3M | -5.3% | -19.1% | +13.9% | -1.7% |
| 6M | +2.6% | -30.9% | +33.4% | +9.7% |
| YTD | +34.5% | -6.3% | +40.8% | +32.8% |
| 1Y | +41.0% | +20.0% | +21.0% | +31.5% |
| 3Y | +333.1% | +363.0% | -29.9% | +142.0% |
| 5Y | +270.1% | +864.8% | -594.7% | +55.0% |
| All | +270.1% | +875.1% | -605.0% | +55.0% |
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