+123.2%
TD vs SEDG
-75.7%
+198.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | +0.7% |
| 7D | -2.6% | +8.7% | -11.3% | -2.9% |
| 30D | -1.0% | +10.3% | -11.3% | -1.5% |
| 3M | +5.6% | -32.6% | +38.2% | +6.9% |
| 6M | +27.1% | -3.6% | +30.7% | +25.5% |
| YTD | +29.4% | +27.4% | +2.0% | +25.6% |
| 1Y | +60.7% | +24.9% | +35.8% | +55.1% |
| All | +123.2% | -75.7% | +198.9% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling