+68.5%
LIN vs TWLO
-30.7%
+99.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.1% | +4.5% | -2.5% | +1.8% |
| 30D | +6.8% | -22.1% | +28.9% | +8.1% |
| 3M | +10.4% | -15.3% | +25.7% | +11.0% |
| 6M | +3.2% | +9.7% | -6.5% | +1.5% |
| YTD | +24.6% | +48.5% | -23.9% | +19.3% |
| 1Y | +24.4% | +70.3% | -46.0% | +17.8% |
| 3Y | +36.7% | +261.4% | -224.7% | +18.0% |
| All | +68.5% | -30.7% | +99.2% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling