+856.3%
FTAI vs TMF
-88.6%
+944.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | +0.2% | -9.3% | +9.5% | +0.6% |
| 30D | +10.7% | +1.9% | +8.7% | +10.6% |
| 3M | -16.4% | -11.2% | -5.2% | -16.1% |
| 6M | -32.2% | -17.7% | -14.5% | -31.8% |
| YTD | -7.7% | -24.5% | +16.7% | -7.1% |
| 1Y | +18.7% | -29.4% | +48.2% | +19.5% |
| 3Y | +354.3% | -33.4% | +387.7% | +355.1% |
| All | +856.3% | -88.6% | +944.9% | +726.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling