+93.0%
TFC vs SEDG
-76.7%
+169.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.6% |
| 7D | -1.3% | +3.6% | -4.9% | -1.5% |
| 30D | -2.3% | +9.3% | -11.7% | -3.0% |
| 3M | +2.5% | -39.1% | +41.5% | +4.8% |
| 6M | +9.5% | +1.8% | +7.7% | +6.7% |
| YTD | +5.1% | +22.0% | -17.0% | +0.6% |
| 1Y | +15.5% | +17.2% | -1.7% | +9.8% |
| All | +93.0% | -76.7% | +169.8% | +142.3% |
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