-8.4%
SEDG vs TW
+209.8%
-218.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.5% |
| 7D | +8.7% | -2.7% | +11.5% | +9.7% |
| 30D | +10.3% | -1.7% | +12.1% | +10.6% |
| 3M | -32.6% | +1.6% | -34.2% | -34.5% |
| 6M | -3.6% | -17.7% | +14.1% | +1.5% |
| YTD | +27.4% | -4.3% | +31.7% | +23.5% |
| 1Y | +24.9% | -13.1% | +38.0% | +26.7% |
| 3Y | -75.3% | +20.3% | -95.6% | -80.4% |
| 5Y | -86.3% | +22.0% | -108.3% | -89.5% |
| All | -8.4% | +209.8% | -218.2% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling