Keegan has since added that Toby's been doing "his own research on certain things." According to Keegan, Toby's mission "really ties in," to the main plot, and "and it's really, really interesting what he does when he's gone." He also adds that "[Toby] has good intentions, always," which probably means his mission wasn't vindictive.
Jenna's past: Toby is pretty fearless, but Jenna (Tammin Sursok) has always made him tremble. However, as her step-brother, he has unparalleled access to the details of her life. Maybe he decided to finally dig into her sketchy past — we imagine he could find out all sorts of incriminating (or exonerating) evidence that might tie in to the main plots about "A" or Ali's death (Sasha Pieterse).
"A": After Spencer (Troian Bellisario) shut him out of her life, maybe Toby finally decided to try to figure out what the heck is going on with the Little Liars himself. It's possible his outsider's perspective lead him to learning new clues the girls have missed.
The corrupt police of Rosewood: Toby has had more run-ins with the terribly corrupt and incompetent police force of Rosewood than almost anyone. Maybe he decided to take matters into his own hands, and tried get to the bottom of what's going on with Garrett (Yani Gellman), Detective Wilden (Bryce Johnson), and the rest of the Rosewood PD.