-21.8%
PATH vs TWLO
+270.8%
-292.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -1.0% |
| 7D | -5.6% | -16.9% | +11.3% | +1.8% |
| 30D | -0.7% | -28.3% | +27.6% | +14.3% |
| 3M | -5.9% | +4.0% | -9.9% | -10.9% |
| 6M | +21.6% | +2.8% | +18.8% | +15.2% |
| YTD | -20.6% | +41.3% | -61.9% | -36.6% |
| 1Y | -10.6% | +52.9% | -63.5% | -31.3% |
| All | -21.8% | +270.8% | -292.6% | -74.1% |
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