-81.2%
PATH vs TWLO
-44.2%
-37.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -5.3% | -1.5% | -3.8% | -4.7% |
| 30D | -0.5% | -26.0% | +25.5% | +15.6% |
| 3M | -7.1% | +4.6% | -11.7% | -13.5% |
| 6M | +23.8% | +5.5% | +18.3% | +13.8% |
| YTD | -20.7% | +42.0% | -62.7% | -39.8% |
| 1Y | -8.1% | +58.5% | -66.5% | -34.9% |
| 3Y | -21.8% | +279.7% | -301.5% | -71.0% |
| 5Y | -76.8% | -35.0% | -41.9% | -77.3% |
| All | -81.2% | -44.2% | -37.0% | -79.9% |
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