+27.3%
LIN vs TWLO
+60.3%
-33.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +3.3% | -15.9% | +19.1% | +3.0% |
| 30D | +8.8% | -29.0% | +37.8% | +8.3% |
| 3M | +8.6% | +10.0% | -1.4% | +8.6% |
| 6M | +7.0% | +12.6% | -5.6% | +7.0% |
| YTD | +24.3% | +50.1% | -25.8% | +23.4% |
| 1Y | +27.3% | +64.3% | -37.0% | +25.9% |
| All | +27.3% | +60.3% | -33.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling