+77.5%
SEDG vs TCOM
+31.0%
+46.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.8% |
| 7D | +8.7% | -6.5% | +15.2% | +11.0% |
| 30D | +10.3% | -16.2% | +26.6% | +16.6% |
| 3M | -32.6% | -19.3% | -13.3% | -28.5% |
| 6M | -3.6% | -27.2% | +23.7% | +5.0% |
| YTD | +27.4% | -46.2% | +73.6% | +51.7% |
| 1Y | +24.9% | -46.6% | +71.5% | +49.5% |
| 3Y | -75.3% | +8.4% | -83.7% | -77.4% |
| 5Y | -86.3% | +25.8% | -112.1% | -89.1% |
| 10Y | +117.7% | -11.9% | +129.6% | +76.3% |
| All | +77.5% | +31.0% | +46.5% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling