-78.0%
PYPL vs TOST
-46.9%
-31.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +3.9% | +9.4% | -5.5% | +0.8% |
| 30D | +7.8% | +13.5% | -5.7% | +3.2% |
| 3M | -0.7% | -0.1% | -0.5% | -1.0% |
| 6M | +28.8% | +22.5% | +6.3% | +18.8% |
| YTD | +2.4% | -2.4% | +4.7% | +1.7% |
| 1Y | -9.6% | -4.7% | -4.9% | -9.7% |
| 3Y | +9.7% | +103.2% | -93.6% | -18.5% |
| 5Y | -73.5% | -41.2% | -32.2% | -79.4% |
| All | -78.0% | -46.9% | -31.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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