+309.3%
TEL vs SEDG
+106.4%
+202.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.6% | +9.2% | +4.3% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | -0.7% | +8.3% | -9.0% | -2.0% |
| 3M | +2.4% | -40.7% | +43.1% | +7.7% |
| 6M | +4.1% | -3.9% | +8.0% | +0.5% |
| YTD | -5.8% | +20.2% | -26.0% | -12.8% |
| 1Y | +0.9% | +17.6% | -16.7% | -7.7% |
| 3Y | +72.6% | -76.6% | +149.2% | +82.1% |
| 5Y | +57.5% | -87.1% | +144.6% | +75.0% |
| All | +309.3% | +106.4% | +202.9% | +202.9% |
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