+431.0%
LIN vs TWLO
+742.1%
-311.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.3% |
| 30D | +6.5% | -26.0% | +32.5% | +8.6% |
| 3M | +5.5% | +4.6% | +0.9% | +4.3% |
| 6M | +3.3% | +5.5% | -2.2% | +1.7% |
| YTD | +22.0% | +42.0% | -20.0% | +16.6% |
| 1Y | +25.7% | +58.5% | -32.7% | +19.0% |
| 3Y | +36.2% | +279.7% | -243.4% | +16.6% |
| 5Y | +66.1% | -35.0% | +101.0% | +60.1% |
| 10Y | +431.0% | +539.9% | -108.9% | +304.3% |
| All | +431.0% | +742.1% | -311.1% | +291.7% |
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