+2,588.5%
FTAI vs TRMB
+136.6%
+2,451.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | -8.8% | -1.2% | -7.6% | -8.7% |
| 3M | -14.5% | +9.6% | -24.1% | -19.5% |
| 6M | -24.0% | -16.1% | -7.9% | -18.6% |
| YTD | +0.5% | -25.0% | +25.5% | +13.2% |
| 1Y | +19.1% | -27.7% | +46.8% | +36.2% |
| 3Y | +460.7% | +15.3% | +445.4% | +395.5% |
| 5Y | +947.3% | -37.4% | +984.7% | +1,124.8% |
| 10Y | +3,244.4% | +117.5% | +3,126.9% | +2,021.4% |
| All | +2,588.5% | +136.6% | +2,451.8% | +1,571.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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