-79.6%
PYPL vs TOST
-48.0%
-31.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | +28.9% | +34.6% | -5.7% | +16.4% |
| 6M | +18.2% | +15.2% | +3.0% | +11.6% |
| YTD | -5.0% | -4.4% | -0.6% | -4.7% |
| 1Y | -18.8% | -17.4% | -1.4% | -15.1% |
| 3Y | -12.6% | +54.5% | -67.0% | -29.0% |
| All | -79.6% | -48.0% | -31.6% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling