-13.5%
SEDG vs TW
+206.7%
-220.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | +1.4% | -4.5% | +5.9% | +3.0% |
| 30D | +8.3% | -2.3% | +10.6% | +8.8% |
| 3M | -40.7% | +2.6% | -43.3% | -42.5% |
| 6M | -3.9% | -17.5% | +13.6% | +0.9% |
| YTD | +20.2% | -5.3% | +25.5% | +17.0% |
| 1Y | +17.6% | -14.8% | +32.4% | +20.3% |
| 3Y | -76.6% | +18.8% | -95.4% | -81.3% |
| 5Y | -87.1% | +20.7% | -107.8% | -90.1% |
| All | -13.5% | +206.7% | -220.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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