-75.5%
SEDG vs TMF
-42.4%
-33.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +12.1% | +1.0% | +11.1% | +11.8% |
| 30D | +14.7% | -1.8% | +16.5% | +15.4% |
| 3M | -43.0% | -8.2% | -34.8% | -41.5% |
| 6M | +9.0% | -19.5% | +28.5% | +16.4% |
| YTD | +26.3% | -16.0% | +42.2% | +31.9% |
| 1Y | +8.9% | -22.5% | +31.4% | +16.7% |
| 3Y | -75.5% | -42.3% | -33.3% | -70.0% |
| All | -75.5% | -42.4% | -33.2% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling