+65.2%
SEDG vs TXT
+82.6%
-17.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +8.9% | -4.8% | +13.7% | +12.0% |
| 30D | +0.9% | -10.6% | +11.5% | +7.8% |
| 3M | -53.2% | -13.2% | -40.1% | -49.1% |
| 6M | -9.9% | -20.3% | +10.5% | +2.8% |
| YTD | +18.5% | -9.3% | +27.8% | +24.4% |
| 1Y | +0.1% | -2.7% | +2.8% | +1.3% |
| 3Y | -78.9% | +1.4% | -80.3% | -79.0% |
| 5Y | -88.0% | +9.6% | -97.6% | -88.6% |
| 10Y | +97.5% | +94.9% | +2.6% | +22.7% |
| All | +65.2% | +82.6% | -17.3% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling