+64.3%
TWLO vs BURL
-4.6%
+68.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | +0.1% |
| 7D | -15.9% | +10.4% | -26.3% | -15.6% |
| 30D | -29.0% | -4.9% | -24.1% | -29.2% |
| 3M | +10.0% | -29.8% | +39.8% | +5.5% |
| 6M | +12.6% | -16.5% | +29.0% | +9.9% |
| YTD | +50.1% | -10.5% | +60.6% | +48.6% |
| 1Y | +64.3% | -5.3% | +69.6% | +63.7% |
| All | +64.3% | -4.6% | +68.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling