-76.8%
PATH vs TWLO
-36.1%
-40.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -0.4% |
| 7D | -5.6% | -16.9% | +11.3% | +3.5% |
| 30D | -0.7% | -28.3% | +27.6% | +17.7% |
| 3M | -5.9% | +4.0% | -9.9% | -12.2% |
| 6M | +21.6% | +2.8% | +18.8% | +13.3% |
| YTD | -20.6% | +41.3% | -61.9% | -39.9% |
| 1Y | -10.6% | +52.9% | -63.5% | -35.7% |
| 3Y | -24.9% | +271.5% | -296.3% | -72.5% |
| 5Y | -76.8% | -35.3% | -41.5% | -75.2% |
| All | -76.8% | -36.1% | -40.7% | -75.2% |
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 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