-21.8%
PATH vs TWLO
+272.8%
-294.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | -0.5% | -26.0% | +25.5% | +12.8% |
| 3M | -7.1% | +4.6% | -11.7% | -12.3% |
| 6M | +23.8% | +5.5% | +18.3% | +15.8% |
| YTD | -20.7% | +42.0% | -62.7% | -36.8% |
| 1Y | -8.1% | +58.5% | -66.5% | -30.6% |
| 3Y | -21.8% | +279.7% | -301.5% | -74.1% |
| All | -21.8% | +272.8% | -294.6% | -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