If you filed the past 3 years with "TurboTax purchased from Costco", that is a desktop product that one installs on one's computer. It is not linked to anything in an Online account. So returns prepared in desktop software on your computer will not be present in the online Tax Timeline. The Tax Timeline will only show online returns.
Search your computer to see if you saved any PDFs of your 2015 return. If not, then if you still have the software installed on your computer, search for any file ending in the *.tax2015 extension, which is the data file. Use the 2015 TurboTax program to open the tax data file, and then you can view/print/save it as a PDF.
As a last resort, you can download a free 2015 tax return transcript at the IRS website: