+52.0%
TDG vs SEDG
-77.1%
+129.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.2% |
| 7D | -1.9% | +1.4% | -3.3% | -1.9% |
| 30D | -7.7% | +8.3% | -16.0% | -7.8% |
| 3M | -9.3% | -40.7% | +31.3% | -9.0% |
| 6M | -9.4% | -3.9% | -5.5% | -9.7% |
| YTD | -14.3% | +20.2% | -34.5% | -14.9% |
| 1Y | -11.8% | +17.6% | -29.4% | -12.7% |
| 3Y | +52.0% | -76.6% | +128.6% | +61.0% |
| All | +52.0% | -77.1% | +129.1% | +61.0% |
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