+307.6%
TWLO vs EXR
+149.6%
+158.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -3.9% | -3.2% | -0.7% | -2.8% |
| 30D | -9.7% | -6.9% | -2.8% | -7.4% |
| 3M | +11.6% | -7.8% | +19.4% | +14.6% |
| 6M | +84.7% | -4.9% | +89.6% | +86.4% |
| YTD | +62.5% | +7.2% | +55.3% | +55.6% |
| 1Y | +121.7% | -1.5% | +123.2% | +118.7% |
| 3Y | +253.0% | +22.3% | +230.7% | +213.6% |
| 5Y | -32.5% | -10.9% | -21.6% | -32.6% |
| All | +307.6% | +149.6% | +158.0% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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