-35.6%
TWLO vs EXR
-13.9%
-21.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.7% |
| 7D | +0.2% | -3.1% | +3.3% | +1.6% |
| 30D | -9.1% | -7.5% | -1.6% | -5.9% |
| 3M | +11.0% | -7.5% | +18.5% | +14.5% |
| 6M | +79.4% | -5.2% | +84.6% | +81.6% |
| YTD | +59.7% | +6.5% | +53.2% | +51.0% |
| 1Y | +112.3% | -2.0% | +114.4% | +108.6% |
| 3Y | +247.0% | +21.5% | +225.4% | +188.7% |
| 5Y | -35.6% | -11.5% | -24.1% | -30.3% |
| All | -35.6% | -13.9% | -21.7% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling