+2,582.9%
FTAI vs TMF
-78.9%
+2,661.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.5% |
| 7D | +0.7% | -1.4% | +2.1% | +0.6% |
| 30D | -12.1% | -2.8% | -9.2% | -12.1% |
| 3M | -21.3% | -10.9% | -10.4% | -21.6% |
| 6M | -30.2% | -21.3% | -8.9% | -30.9% |
| YTD | +0.3% | -15.9% | +16.1% | -0.3% |
| 1Y | +27.2% | -15.7% | +42.9% | +26.5% |
| 3Y | +443.9% | -43.4% | +487.2% | +435.0% |
| 5Y | +853.5% | -87.8% | +941.3% | +749.5% |
| 10Y | +3,169.1% | -86.7% | +3,255.8% | +2,864.6% |
| All | +2,582.9% | -78.9% | +2,661.8% | +2,489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling