+254.7%
TWLO vs BURL
+63.9%
+190.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.7% |
| 7D | -2.0% | -2.8% | +0.8% | -1.4% |
| 30D | +20.6% | -28.2% | +48.7% | +29.8% |
| 3M | -1.5% | -17.6% | +16.0% | +2.2% |
| 6M | +89.4% | -11.8% | +101.2% | +91.2% |
| YTD | +63.8% | -8.1% | +71.9% | +62.5% |
| 1Y | +119.7% | -12.0% | +131.7% | +119.0% |
| All | +254.7% | +63.9% | +190.7% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling