+112.2%
SEDG vs TXT
+103.1%
+9.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.9% |
| 7D | +8.7% | -0.2% | +8.9% | +8.8% |
| 30D | +10.3% | -10.2% | +20.5% | +17.6% |
| 3M | -32.6% | -13.3% | -19.4% | -26.6% |
| 6M | -3.6% | -14.4% | +10.8% | +5.2% |
| YTD | +27.4% | -9.1% | +36.5% | +33.5% |
| 1Y | +24.9% | -2.2% | +27.1% | +25.8% |
| 3Y | -75.3% | +5.1% | -80.4% | -75.9% |
| 5Y | -86.3% | +12.8% | -99.1% | -87.1% |
| All | +112.2% | +103.1% | +9.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling