-12.8%
PYPL vs TOST
+55.9%
-68.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +2.7% | -3.4% | +6.1% | +3.9% |
| 30D | -4.9% | -2.4% | -2.5% | -4.2% |
| 3M | +28.9% | +34.6% | -5.7% | +16.1% |
| 6M | +18.2% | +15.2% | +3.0% | +11.4% |
| YTD | -5.0% | -4.4% | -0.6% | -4.9% |
| 1Y | -18.8% | -17.4% | -1.4% | -15.4% |
| All | -12.8% | +55.9% | -68.8% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling