+303.8%
TD vs SEDG
+106.4%
+197.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -1.9% | +8.3% | -10.2% | -2.7% |
| 3M | +4.8% | -40.7% | +45.4% | +8.0% |
| 6M | +28.0% | -3.9% | +31.9% | +25.0% |
| YTD | +30.3% | +20.2% | +10.1% | +24.0% |
| 1Y | +59.8% | +17.6% | +42.2% | +50.6% |
| 3Y | +124.7% | -76.6% | +201.3% | +132.6% |
| 5Y | +127.0% | -87.1% | +214.0% | +140.9% |
| All | +303.8% | +106.4% | +197.4% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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