+100.2%
SEDG vs TCOM
-9.8%
+110.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -5.9% |
| 7D | +1.4% | -4.9% | +6.3% | +3.0% |
| 30D | +8.3% | -14.4% | +22.7% | +13.7% |
| 3M | -40.7% | -17.7% | -23.0% | -37.4% |
| 6M | -3.9% | -25.1% | +21.2% | +3.7% |
| YTD | +20.2% | -45.7% | +65.9% | +43.2% |
| 1Y | +17.6% | -47.9% | +65.5% | +42.4% |
| 3Y | -76.6% | +8.9% | -85.6% | -78.7% |
| 5Y | -87.1% | +26.9% | -113.9% | -89.8% |
| All | +100.2% | -9.8% | +110.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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