+65.2%
SEDG vs TMF
-84.2%
+149.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +8.9% | -1.4% | +10.3% | +8.9% |
| 30D | +0.9% | -2.8% | +3.7% | +0.9% |
| 3M | -53.2% | -10.9% | -42.3% | -53.2% |
| 6M | -9.9% | -21.3% | +11.5% | -9.6% |
| YTD | +18.5% | -15.9% | +34.4% | +18.7% |
| 1Y | +0.1% | -15.7% | +15.9% | +0.2% |
| 3Y | -78.9% | -43.4% | -35.5% | -79.0% |
| 5Y | -88.0% | -87.8% | -0.3% | -90.2% |
| 10Y | +97.5% | -86.7% | +184.2% | +63.2% |
| All | +65.2% | -84.2% | +149.5% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling