+2,975.0%
FTAI vs TMF
-86.4%
+3,061.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.8% |
| 7D | -9.7% | -4.8% | -4.9% | -9.8% |
| 30D | -20.0% | -4.9% | -15.1% | -20.1% |
| 3M | -20.1% | -13.4% | -6.6% | -20.3% |
| 6M | -33.3% | -23.0% | -10.2% | -33.7% |
| YTD | -8.0% | -20.2% | +12.2% | -8.5% |
| 1Y | +8.0% | -26.5% | +34.4% | +7.1% |
| 3Y | +413.4% | -45.2% | +458.6% | +406.5% |
| 5Y | +858.6% | -88.4% | +947.0% | +761.9% |
| All | +2,975.0% | -86.4% | +3,061.4% | +2,815.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling