+46.6%
TEM vs SEDG
-18.9%
+65.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.5% |
| 7D | -8.7% | +1.4% | -10.1% | -9.0% |
| 30D | +8.1% | +8.3% | -0.3% | +6.3% |
| 3M | +19.0% | -40.7% | +59.7% | +28.3% |
| 6M | +12.0% | -3.9% | +15.9% | +6.1% |
| YTD | -0.1% | +20.2% | -20.3% | -11.5% |
| 1Y | -33.5% | +17.6% | -51.1% | -42.3% |
| All | +46.6% | -18.9% | +65.5% | +31.9% |
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