+709.2%
TWLO vs EXR
+131.6%
+577.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -2.0% | -2.6% | +0.5% | -1.1% |
| 30D | +20.6% | -7.2% | +27.8% | +23.8% |
| 3M | -1.5% | -3.5% | +2.0% | -0.6% |
| 6M | +89.4% | -5.3% | +94.7% | +91.6% |
| YTD | +63.8% | +9.4% | +54.4% | +55.7% |
| 1Y | +119.7% | +1.3% | +118.4% | +114.6% |
| 3Y | +256.1% | +22.4% | +233.7% | +216.5% |
| 5Y | -36.6% | -12.2% | -24.3% | -36.5% |
| 10Y | +304.3% | +148.6% | +155.8% | +234.8% |
| All | +709.2% | +131.6% | +577.7% | +598.9% |
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