+264.1%
TWLO vs BURL
+94.5%
+169.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +3.9% |
| 7D | +0.2% | +5.9% | -5.7% | -1.1% |
| 30D | -26.0% | -8.3% | -17.7% | -24.6% |
| 3M | -14.3% | -31.6% | +17.3% | -7.5% |
| 6M | +6.2% | -16.6% | +22.8% | +8.6% |
| YTD | +50.6% | -12.1% | +62.7% | +50.5% |
| 1Y | +64.0% | -10.0% | +74.0% | +61.5% |
| 3Y | +264.1% | +94.3% | +169.8% | +231.7% |
| All | +264.1% | +94.5% | +169.5% | +231.7% |
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 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