In 1935, Frye began to experiment with high-altitude flying, and by 1940, Trans-World Airlines had a fleet of Boeing Stratocruisers built to cruise at high altitude. In 1944, Frye flew from Burbank, California to Washington D.C. in a Lockheed Constellation, a triple rudder transport, in 6 hours and 58 minutes, a record at that time. In 1945, Frye gained authorization for Trans-World Airlines to begin flights to Europe, setting off a price war for European flights among the three major American airlines.