+598.0%
TWLO vs BURL
+291.4%
+306.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -2.9% | -4.9% |
| 7D | -16.9% | +3.5% | -20.4% | -17.8% |
| 30D | -28.3% | -9.3% | -19.1% | -26.1% |
| 3M | +4.0% | -32.1% | +36.1% | +17.5% |
| 6M | +2.8% | -19.8% | +22.6% | +8.3% |
| YTD | +41.3% | -13.2% | +54.5% | +43.5% |
| 1Y | +52.9% | -7.8% | +60.8% | +50.5% |
| 3Y | +271.5% | +89.3% | +182.1% | +171.6% |
| 5Y | -35.3% | -15.8% | -19.5% | -40.4% |
| 10Y | +536.6% | +262.2% | +274.4% | +263.2% |
| All | +598.0% | +291.4% | +306.6% | +347.3% |
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 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