-21.8%
PATH vs TWLO
+261.2%
-283.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -3.7% | -28.6% | +24.9% | +11.0% |
| 3M | -13.8% | -14.4% | +0.6% | -9.6% |
| 6M | +20.3% | +2.4% | +17.8% | +14.2% |
| YTD | -20.8% | +45.3% | -66.1% | -37.5% |
| 1Y | -9.2% | +61.8% | -71.1% | -32.1% |
| 3Y | -21.8% | +269.0% | -290.8% | -73.2% |
| All | -21.8% | +261.2% | -283.0% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling