An escaping alpha collector probe has been developed for the deuterium-tritium (DT) phase of the Tokamak Fusion Test Reactor (TFTR) to complement the results of the lost alpha scintillator detectors, which have been operating on TFTR since 1988. Measurements of the energy distribution of escaping alphas have been made by measuring the range of alphas implanted into nickel foils located within the alpha collector. Exposed samples have been analysed for four DT plasma discharges at plasma currents of 1.0 and 1.8 MA. The results at 1.0 MA are in good agreement with predictions for first orbit alpha loss at 3.5 MeV. The 1.8 MA results, however, indicate a large anomalous loss of partially thermalized alphas at an energy ~30% below the birth energy and at a total fluence nearly an order of magnitude above the expected first orbit loss. This anomalous loss is not observed with the lost alpha scintillator detectors in DT plasmas but does resemble the anomalous `delayed' loss seen in DD plasmas. Several potential explanations for this loss process are examined. None of the candidate explanations proposed thus far are fully consistent with the anomalous loss observations