+245.0%
TWLO vs EXR
+23.6%
+221.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -6.4% | -6.9% | +0.6% | -4.5% |
| 3M | +6.3% | -3.0% | +9.3% | +6.9% |
| 6M | +76.4% | -2.9% | +79.4% | +76.6% |
| YTD | +58.8% | +9.3% | +49.5% | +50.7% |
| 1Y | +107.1% | -0.9% | +108.0% | +104.2% |
| 3Y | +245.0% | +24.7% | +220.3% | +203.5% |
| All | +245.0% | +23.6% | +221.4% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling