-66.7%
SEDG vs TXT
+10.4%
-77.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -13.3% | +0.1% | -13.4% | -13.4% |
| 30D | -21.9% | +13.3% | -35.2% | -29.9% |
| 3M | -25.9% | -5.0% | -20.9% | -23.2% |
| 6M | -44.2% | -8.4% | -35.8% | -40.9% |
| YTD | -17.3% | -4.0% | -13.4% | -17.5% |
| 1Y | -34.5% | +2.8% | -37.3% | -39.0% |
| 3Y | -66.7% | +10.3% | -77.0% | -72.2% |
| All | -66.7% | +10.4% | -77.1% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling