-81.4%
PATH vs TWLO
-40.8%
-40.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.8% | -3.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -4.8% | -26.0% | +21.2% | +10.7% |
| 3M | -17.7% | -14.3% | -3.4% | -13.0% |
| 6M | +18.9% | +6.2% | +12.7% | +9.0% |
| YTD | -21.7% | +50.6% | -72.3% | -42.5% |
| 1Y | -9.6% | +64.0% | -73.7% | -37.2% |
| 3Y | -25.8% | +264.1% | -289.9% | -71.7% |
| 5Y | -77.1% | -27.9% | -49.2% | -78.8% |
| All | -81.4% | -40.8% | -40.6% | -80.8% |
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