-50.9%
SEDG vs TXG
+24.6%
-75.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.4% |
| 7D | +3.6% | +9.1% | -5.5% | -0.1% |
| 30D | +9.3% | +14.9% | -5.6% | +2.9% |
| 3M | -39.1% | +120.0% | -159.1% | -57.2% |
| 6M | +1.8% | +221.8% | -220.0% | -41.4% |
| YTD | +22.0% | +312.6% | -290.5% | -38.5% |
| 1Y | +17.2% | +398.4% | -381.2% | -46.7% |
| 3Y | -76.3% | +42.1% | -118.4% | -82.9% |
| 5Y | -87.2% | -63.5% | -23.8% | -85.9% |
| All | -50.9% | +24.6% | -75.5% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling