-81.2%
PATH vs TWLO
-42.9%
-38.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -3.7% | -28.6% | +24.9% | +14.3% |
| 3M | -13.8% | -14.4% | +0.6% | -8.8% |
| 6M | +20.3% | +2.4% | +17.8% | +12.5% |
| YTD | -20.8% | +45.3% | -66.1% | -40.6% |
| 1Y | -9.2% | +61.8% | -71.1% | -36.4% |
| 3Y | -21.8% | +269.0% | -290.8% | -70.4% |
| 5Y | -77.4% | -33.5% | -43.9% | -78.2% |
| All | -81.2% | -42.9% | -38.3% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 10y: compounded portfolio wealth divided by compounded TWLO 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…
10y analysis · Full analysis span regression · 6 months rolling