+417.3%
LIN vs TWLO
+580.6%
-163.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +7.6% | -28.6% | +36.2% | +10.1% |
| 3M | +6.5% | -14.4% | +20.9% | +7.2% |
| 6M | +6.2% | +2.4% | +3.7% | +4.8% |
| YTD | +23.2% | +45.3% | -22.0% | +17.3% |
| 1Y | +25.4% | +61.8% | -36.4% | +18.2% |
| 3Y | +38.3% | +269.0% | -230.7% | +17.9% |
| 5Y | +64.4% | -33.5% | +97.9% | +58.5% |
| 10Y | +417.3% | +549.6% | -132.3% | +285.0% |
| All | +417.3% | +580.6% | -163.3% | +285.0% |
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