+340.0%
TD vs SEDG
+81.7%
+258.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.4% |
| 7D | +0.9% | +12.1% | -11.3% | -0.1% |
| 30D | -0.7% | +14.7% | -15.4% | -1.9% |
| 3M | +6.3% | -43.0% | +49.3% | +9.8% |
| 6M | +27.9% | +9.0% | +18.9% | +23.7% |
| YTD | +29.8% | +26.3% | +3.5% | +23.2% |
| 1Y | +63.7% | +8.9% | +54.7% | +55.5% |
| 3Y | +128.3% | -75.5% | +203.9% | +133.6% |
| 5Y | +125.5% | -86.7% | +212.2% | +136.8% |
| 10Y | +296.7% | +110.6% | +186.1% | +204.5% |
| All | +340.0% | +81.7% | +258.3% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling