-22.6%
TLN vs SEDG
+18.8%
-41.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -3.1% |
| 7D | +2.0% | +8.7% | -6.8% | +0.8% |
| 30D | -12.9% | +10.3% | -23.3% | -14.2% |
| 3M | -7.4% | -32.6% | +25.2% | -4.2% |
| 6M | -6.0% | -3.6% | -2.5% | -8.0% |
| YTD | -16.9% | +27.4% | -44.3% | -23.4% |
| 1Y | -22.6% | +24.9% | -47.5% | -24.8% |
| All | -22.6% | +18.8% | -41.4% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling