+97.2%
TJX vs SEDG
-87.2%
+184.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.1% |
| 7D | -4.6% | +1.4% | -6.0% | -4.6% |
| 30D | -17.2% | +8.3% | -25.5% | -17.4% |
| 3M | -24.9% | -40.7% | +15.8% | -23.9% |
| 6M | -19.7% | -3.9% | -15.8% | -21.0% |
| YTD | -17.2% | +20.2% | -37.4% | -19.8% |
| 1Y | -9.4% | +17.6% | -27.0% | -12.8% |
| 3Y | +43.1% | -76.6% | +119.7% | +52.5% |
| All | +97.2% | -87.2% | +184.3% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling