+392.1%
LIN vs TWLO
+871.2%
-479.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.7% |
| 7D | -2.1% | -2.0% | -0.1% | -2.0% |
| 30D | -2.4% | +20.6% | -23.0% | -4.1% |
| 3M | -5.6% | -1.5% | -4.0% | -5.8% |
| 6M | -3.4% | +89.4% | -92.8% | -9.1% |
| YTD | +13.1% | +63.8% | -50.7% | +7.4% |
| 1Y | +2.5% | +119.7% | -117.3% | -5.5% |
| 3Y | +27.6% | +256.1% | -228.5% | +10.5% |
| 5Y | +63.0% | -36.6% | +99.6% | +58.2% |
| 10Y | +359.3% | +304.3% | +54.9% | +256.5% |
| All | +392.1% | +871.2% | -479.0% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling