+709.2%
TWLO vs BURL
+314.1%
+395.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -4.0% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | +20.6% | -28.2% | +48.7% | +34.0% |
| 3M | -1.5% | -17.6% | +16.0% | +4.0% |
| 6M | +89.4% | -11.8% | +101.2% | +93.0% |
| YTD | +63.8% | -8.1% | +71.9% | +63.7% |
| 1Y | +119.7% | -12.0% | +131.7% | +120.3% |
| 3Y | +256.1% | +63.3% | +192.8% | +175.8% |
| 5Y | -36.6% | -10.8% | -25.7% | -42.7% |
| 10Y | +304.3% | +215.9% | +88.4% | +148.2% |
| All | +709.2% | +314.1% | +395.1% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling