+95.3%
TFC vs SEDG
+118.8%
-23.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.1% |
| 7D | -2.5% | +8.7% | -11.2% | -3.3% |
| 30D | -2.8% | +10.3% | -13.2% | -4.0% |
| 3M | +2.1% | -32.6% | +34.8% | +4.8% |
| 6M | +10.1% | -3.6% | +13.7% | +6.7% |
| YTD | +5.4% | +27.4% | -21.9% | -1.7% |
| 1Y | +16.3% | +24.9% | -8.6% | +7.1% |
| 3Y | +95.9% | -75.3% | +171.2% | +104.2% |
| 5Y | +16.0% | -86.3% | +102.3% | +25.1% |
| All | +95.3% | +118.8% | -23.5% | +54.1% |
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