+76.7%
SEDG vs TMF
-81.8%
+158.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.4% | -4.5% | -8.7% |
| 7D | -7.3% | -8.2% | +0.9% | -6.8% |
| 30D | -25.3% | +5.3% | -30.7% | -25.6% |
| 3M | -24.1% | -8.5% | -15.7% | -23.7% |
| 6M | -39.9% | -17.2% | -22.7% | -39.3% |
| YTD | -15.8% | -23.4% | +7.6% | -14.7% |
| 1Y | -42.9% | -30.2% | -12.6% | -41.8% |
| 3Y | -65.9% | -32.9% | -32.9% | -64.8% |
| 5Y | -93.3% | -88.5% | -4.7% | -94.1% |
| All | +76.7% | -81.8% | +158.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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