-75.2%
SEDG vs TW
+20.3%
-95.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.3% |
| 7D | +8.7% | -2.7% | +11.5% | +8.2% |
| 30D | +10.3% | -1.7% | +12.1% | +10.1% |
| 3M | -32.6% | +1.6% | -34.2% | -32.3% |
| 6M | -3.6% | -17.7% | +14.1% | -2.4% |
| YTD | +27.4% | -4.3% | +31.7% | +26.9% |
| 1Y | +24.9% | -13.1% | +38.0% | +25.5% |
| All | -75.2% | +20.3% | -95.5% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling