+561.9%
TWLO vs BURL
+252.7%
+309.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -1.5% | +4.1% | -5.5% | -2.8% |
| 30D | -26.0% | -9.5% | -16.5% | -23.6% |
| 3M | +4.6% | -33.5% | +38.1% | +18.9% |
| 6M | +5.5% | -22.1% | +27.6% | +12.3% |
| YTD | +42.0% | -14.6% | +56.6% | +45.0% |
| 1Y | +58.5% | -8.4% | +66.8% | +56.1% |
| 3Y | +279.7% | +86.6% | +193.1% | +179.4% |
| 5Y | -35.0% | -17.2% | -17.8% | -39.9% |
| All | +561.9% | +252.7% | +309.3% | +332.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling