+633.6%
TWLO vs EXR
+166.7%
+466.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +4.5% | -0.4% | +5.0% | +4.7% |
| 30D | -22.1% | +18.2% | -40.3% | -26.8% |
| 3M | -15.3% | +7.3% | -22.7% | -17.7% |
| 6M | +9.7% | +13.8% | -4.2% | +3.7% |
| YTD | +48.5% | +25.9% | +22.6% | +33.8% |
| 1Y | +70.3% | +25.8% | +44.5% | +53.5% |
| 3Y | +261.4% | +53.7% | +207.7% | +194.6% |
| 5Y | -30.6% | -1.8% | -28.8% | -33.6% |
| 10Y | +569.2% | +214.5% | +354.7% | +388.9% |
| All | +633.6% | +166.7% | +466.9% | +500.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling