+2,266.0%
TSM vs FTAI
+2,582.9%
-316.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.2% |
| 7D | +2.7% | +0.7% | +2.1% | +2.5% |
| 30D | +3.6% | -12.1% | +15.7% | +5.9% |
| 3M | -3.4% | -21.3% | +18.0% | +0.7% |
| 6M | +20.6% | -30.2% | +50.8% | +27.3% |
| YTD | +41.9% | +0.3% | +41.6% | +39.8% |
| 1Y | +84.4% | +27.2% | +57.2% | +73.2% |
| 3Y | +380.2% | +443.9% | -63.6% | +221.7% |
| 5Y | +275.3% | +853.5% | -578.2% | +120.9% |
| 10Y | +1,751.4% | +3,169.1% | -1,417.7% | +806.5% |
| All | +2,266.0% | +2,582.9% | -316.9% | +1,068.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling