+549.6%
TWLO vs BURL
+261.4%
+288.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.9% |
| 7D | -0.5% | +7.7% | -8.2% | -3.0% |
| 30D | -28.6% | -7.1% | -21.5% | -26.9% |
| 3M | -14.4% | -30.3% | +15.9% | -4.1% |
| 6M | +2.4% | -15.5% | +18.0% | +6.1% |
| YTD | +45.3% | -11.0% | +56.2% | +46.3% |
| 1Y | +61.8% | -8.4% | +70.3% | +59.8% |
| 3Y | +269.0% | +96.7% | +172.3% | +166.7% |
| 5Y | -33.5% | -14.1% | -19.4% | -39.3% |
| 10Y | +549.6% | +255.1% | +294.5% | +315.0% |
| All | +549.6% | +261.4% | +288.2% | +315.0% |
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