+358.4%
LIN vs TWLO
+293.5%
+64.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.7% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | -4.1% | -6.4% | +2.3% | -3.7% |
| 3M | -6.4% | +6.3% | -12.7% | -7.2% |
| 6M | -2.4% | +76.4% | -78.9% | -7.8% |
| YTD | +10.9% | +58.8% | -47.9% | +5.5% |
| 1Y | 0.0% | +107.1% | -107.1% | -7.4% |
| 3Y | +25.8% | +245.0% | -219.1% | +8.9% |
| 5Y | +60.8% | -36.0% | +96.8% | +56.1% |
| 10Y | +358.4% | +293.2% | +65.2% | +249.8% |
| All | +358.4% | +293.5% | +64.8% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling