+38.8%
TMUS vs FTAI
+448.1%
-409.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +3.9% | -4.2% | -0.2% |
| 30D | +3.1% | -8.8% | +12.0% | +3.0% |
| 3M | +2.4% | -14.5% | +16.9% | +2.2% |
| 6M | -17.1% | -24.0% | +6.9% | -17.2% |
| YTD | -9.1% | +0.5% | -9.6% | -9.7% |
| 1Y | -23.6% | +19.1% | -42.7% | -24.5% |
| 3Y | +38.8% | +460.7% | -421.9% | +14.9% |
| All | +38.8% | +448.1% | -409.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 3y: compounded portfolio wealth divided by compounded FTAI 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…
3y analysis · Full analysis span regression · 6 months rolling