-87.3%
SEDG vs TCOM
+29.4%
-116.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.5% | -5.9% |
| 7D | +1.4% | -4.9% | +6.3% | +2.8% |
| 30D | +8.3% | -14.4% | +22.7% | +13.1% |
| 3M | -40.7% | -17.7% | -23.0% | -37.7% |
| 6M | -3.9% | -25.1% | +21.2% | +2.9% |
| YTD | +20.2% | -45.7% | +65.9% | +41.5% |
| 1Y | +17.6% | -47.9% | +65.5% | +40.6% |
| 3Y | -76.6% | +8.9% | -85.6% | -78.4% |
| All | -87.3% | +29.4% | -116.7% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling