+858.6%
FTAI vs TMF
-88.5%
+947.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.7% |
| 7D | -9.7% | -4.8% | -4.9% | -9.6% |
| 30D | -20.0% | -4.9% | -15.1% | -19.9% |
| 3M | -20.1% | -13.4% | -6.6% | -19.8% |
| 6M | -33.3% | -23.0% | -10.2% | -33.1% |
| YTD | -8.0% | -20.2% | +12.2% | -7.7% |
| 1Y | +8.0% | -26.5% | +34.4% | +8.2% |
| 3Y | +413.4% | -45.2% | +458.6% | +411.9% |
| 5Y | +858.6% | -88.4% | +947.0% | +693.7% |
| All | +858.6% | -88.5% | +947.1% | +693.7% |
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