-76.6%
SEDG vs TXG
+43.8%
-120.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.3% | -9.0% | -7.1% |
| 7D | +1.4% | +9.5% | -8.1% | -2.7% |
| 30D | +8.3% | +18.8% | -10.5% | +0.1% |
| 3M | -40.7% | +136.1% | -176.8% | -60.3% |
| 6M | -3.9% | +235.2% | -239.1% | -47.3% |
| YTD | +20.2% | +320.5% | -300.3% | -43.0% |
| 1Y | +17.6% | +425.2% | -407.6% | -51.5% |
| 3Y | -76.6% | +42.9% | -119.5% | -81.1% |
| All | -76.6% | +43.8% | -120.4% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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