+59.7%
TEM vs SEDG
-14.8%
+74.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.7% |
| 7D | +3.2% | +12.1% | -8.9% | +1.0% |
| 30D | +23.5% | +14.7% | +8.8% | +20.4% |
| 3M | +32.3% | -43.0% | +75.3% | +43.4% |
| 6M | +23.0% | +9.0% | +14.0% | +13.4% |
| YTD | +8.9% | +26.3% | -17.4% | -4.3% |
| 1Y | -19.9% | +8.9% | -28.8% | -29.0% |
| All | +59.7% | -14.8% | +74.5% | +42.5% |
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