-30.2%
FTAI vs TMF
-21.7%
-8.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.9% |
| 7D | +0.7% | -1.4% | +2.1% | +2.0% |
| 30D | -12.1% | -2.8% | -9.2% | -9.6% |
| 3M | -21.3% | -10.9% | -10.4% | -10.7% |
| 6M | -30.2% | -21.3% | -8.9% | -12.7% |
| All | -30.2% | -21.7% | -8.6% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling