-87.2%
SEDG vs TXT
+13.4%
-100.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.7% |
| 7D | +3.6% | +0.8% | +2.8% | +2.9% |
| 30D | +9.3% | -10.4% | +19.8% | +19.9% |
| 3M | -39.1% | -14.3% | -24.7% | -30.5% |
| 6M | +1.8% | -15.1% | +16.9% | +15.4% |
| YTD | +22.0% | -8.3% | +30.4% | +28.3% |
| 1Y | +17.2% | -0.7% | +17.9% | +15.1% |
| 3Y | -76.3% | +6.0% | -82.3% | -78.2% |
| 5Y | -87.2% | +12.5% | -99.8% | -89.1% |
| All | -87.2% | +13.4% | -100.6% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling