+108.6%
SEDG vs TMF
-86.2%
+194.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.3% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +9.3% | -1.0% | +10.3% | +9.4% |
| 3M | -39.1% | -11.3% | -27.8% | -38.7% |
| 6M | +1.8% | -22.7% | +24.5% | +3.2% |
| YTD | +22.0% | -17.3% | +39.4% | +23.1% |
| 1Y | +17.2% | -22.5% | +39.7% | +18.6% |
| 3Y | -76.3% | -43.2% | -33.1% | -75.9% |
| 5Y | -87.2% | -88.3% | +1.1% | -88.8% |
| 10Y | +108.6% | -86.0% | +194.6% | +85.2% |
| All | +108.6% | -86.2% | +194.8% | +85.2% |
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