+67.5%
SEDG vs TDY
+480.6%
-413.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.9% | -6.5% |
| 7D | +1.4% | -1.1% | +2.5% | +2.1% |
| 30D | +8.3% | -12.0% | +20.4% | +18.2% |
| 3M | -40.7% | -3.2% | -37.5% | -39.0% |
| 6M | -3.9% | -7.9% | +4.0% | +1.4% |
| YTD | +20.2% | +18.2% | +2.0% | +6.3% |
| 1Y | +17.6% | +6.7% | +10.9% | +12.0% |
| 3Y | -76.6% | +47.5% | -124.2% | -82.6% |
| 5Y | -87.1% | +39.5% | -126.6% | -89.9% |
| 10Y | +105.5% | +477.2% | -371.7% | -39.2% |
| All | +67.5% | +480.6% | -413.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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