+662.3%
TWLO vs EXR
+167.9%
+494.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.8% | -1.1% | +3.9% | +3.2% |
| 30D | -22.4% | +18.8% | -41.1% | -27.2% |
| 3M | -14.2% | +9.9% | -24.2% | -17.4% |
| 6M | +10.5% | +12.6% | -2.1% | +5.0% |
| YTD | +54.3% | +26.5% | +27.8% | +38.8% |
| 1Y | +68.0% | +24.5% | +43.5% | +52.0% |
| 3Y | +273.0% | +52.4% | +220.6% | +205.1% |
| 5Y | -26.3% | -1.5% | -24.8% | -29.6% |
| 10Y | +595.4% | +216.0% | +379.5% | +407.2% |
| All | +662.3% | +167.9% | +494.5% | +522.8% |
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