+45.9%
TEM vs SEDG
-14.0%
+60.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -5.0% |
| 7D | -9.2% | +8.7% | -17.9% | -10.6% |
| 30D | +5.5% | +10.3% | -4.9% | +3.5% |
| 3M | +18.7% | -32.6% | +51.3% | +25.1% |
| 6M | +15.4% | -3.6% | +19.0% | +9.4% |
| YTD | -0.5% | +27.4% | -27.9% | -12.8% |
| 1Y | -24.8% | +24.9% | -49.8% | -35.4% |
| All | +45.9% | -14.0% | +60.0% | +30.0% |
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