-81.0%
PATH vs TWLO
-41.4%
-39.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.5% |
| 7D | +0.7% | +5.6% | -4.9% | -2.4% |
| 30D | -1.1% | -24.6% | +23.5% | +13.7% |
| 3M | -14.2% | -14.0% | -0.2% | -9.5% |
| 6M | +30.9% | +10.1% | +20.8% | +17.3% |
| YTD | -20.1% | +49.2% | -69.3% | -41.0% |
| 1Y | -8.1% | +65.2% | -73.3% | -36.4% |
| 3Y | -24.3% | +260.7% | -284.9% | -70.9% |
| 5Y | -75.6% | -30.2% | -45.4% | -77.0% |
| All | -81.0% | -41.4% | -39.6% | -80.3% |
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