-70.4%
PYPL vs TOST
-40.0%
-30.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.2% | +4.0% | -1.9% | +0.8% |
| 30D | +8.1% | +11.1% | -2.9% | +4.1% |
| 3M | +1.9% | +0.8% | +1.1% | +1.2% |
| 6M | +33.1% | +38.8% | -5.7% | +17.9% |
| YTD | +3.8% | -2.1% | +5.9% | +3.0% |
| 1Y | -8.3% | -6.0% | -2.3% | -7.9% |
| 3Y | +11.9% | +149.8% | -137.9% | -23.2% |
| 5Y | -70.4% | -42.8% | -27.7% | -75.5% |
| All | -70.4% | -40.0% | -30.5% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling