-75.7%
PATH vs TWLO
-36.3%
-39.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.1% | -13.5% | -14.9% |
| 7D | -16.3% | -2.0% | -14.3% | -15.2% |
| 30D | +9.9% | +20.6% | -10.7% | -2.3% |
| 3M | +30.2% | -1.5% | +31.7% | +29.5% |
| 6M | +37.2% | +89.4% | -52.2% | -8.5% |
| YTD | -7.3% | +63.8% | -71.1% | -32.8% |
| 1Y | +40.0% | +119.7% | -79.7% | -16.0% |
| 3Y | -4.4% | +256.1% | -260.5% | -61.3% |
| All | -75.7% | -36.3% | -39.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling