+1,207.9%
TTMI vs FTAI
+2,432.1%
-1,224.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.8% | +1.9% | -2.3% |
| 7D | +7.5% | -0.2% | +7.7% | +7.4% |
| 30D | -4.5% | -13.6% | +9.2% | -0.6% |
| 3M | -28.5% | -20.6% | -8.0% | -23.7% |
| 6M | +28.4% | -32.6% | +60.9% | +42.5% |
| YTD | +80.1% | -5.4% | +85.4% | +84.6% |
| 1Y | +161.0% | +12.9% | +148.2% | +155.3% |
| 3Y | +862.4% | +428.1% | +434.3% | +458.7% |
| 5Y | +812.9% | +863.0% | -50.1% | +333.1% |
| 10Y | +1,094.7% | +3,092.6% | -1,997.9% | +273.6% |
| All | +1,207.9% | +2,432.1% | -1,224.2% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling