-92.1%
SEDG vs TMF
-88.4%
-3.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -8.4% | +0.6% | -9.0% | -8.7% |
| 30D | -14.1% | +16.3% | -30.4% | -17.1% |
| 3M | -12.9% | -2.7% | -10.2% | -12.5% |
| 6M | -33.0% | -13.2% | -19.9% | -31.2% |
| YTD | -4.1% | -16.7% | +12.6% | -1.3% |
| 1Y | -30.9% | -22.7% | -8.1% | -27.4% |
| 3Y | -60.7% | -26.1% | -34.6% | -58.1% |
| 5Y | -92.1% | -88.4% | -3.7% | -91.7% |
| All | -92.1% | -88.4% | -3.7% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling