+11.0%
FTAI vs TMF
-23.0%
+34.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.2% | -5.0% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | -13.6% | -1.0% | -12.7% | -13.4% |
| 3M | -20.6% | -11.3% | -9.3% | -15.2% |
| 6M | -32.6% | -22.7% | -9.9% | -26.9% |
| YTD | -5.4% | -17.3% | +12.0% | +4.2% |
| All | +11.0% | -23.0% | +34.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling