+105.5%
TFC vs SEDG
+81.7%
+23.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.7% | -2.8% |
| 7D | +2.2% | +12.1% | -9.9% | +1.1% |
| 30D | -2.5% | +14.7% | -17.2% | -4.0% |
| 3M | +4.5% | -43.0% | +47.6% | +9.0% |
| 6M | +11.0% | +9.0% | +1.9% | +6.2% |
| YTD | +5.9% | +26.3% | -20.4% | -1.0% |
| 1Y | +14.6% | +8.9% | +5.6% | +7.3% |
| 3Y | +96.7% | -75.5% | +172.2% | +103.1% |
| 5Y | +15.6% | -86.7% | +102.3% | +23.6% |
| 10Y | +98.6% | +110.6% | -12.0% | +50.4% |
| All | +105.5% | +81.7% | +23.8% | +55.2% |
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