-87.3%
SEDG vs TXG
-62.8%
-24.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.3% | -9.0% | -7.0% |
| 7D | +1.4% | +9.5% | -8.1% | -2.5% |
| 30D | +8.3% | +18.8% | -10.5% | +0.4% |
| 3M | -40.7% | +136.1% | -176.8% | -59.6% |
| 6M | -3.9% | +235.2% | -239.1% | -45.7% |
| YTD | +20.2% | +320.5% | -300.3% | -40.2% |
| 1Y | +17.6% | +425.2% | -407.6% | -48.1% |
| 3Y | -76.6% | +42.9% | -119.5% | -83.2% |
| All | -87.3% | -62.8% | -24.5% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling