+468.0%
TLN vs SEDG
-75.7%
+543.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -2.9% |
| 7D | +2.0% | +8.7% | -6.8% | +1.3% |
| 30D | -12.9% | +10.3% | -23.3% | -13.7% |
| 3M | -7.4% | -32.6% | +25.2% | -5.5% |
| 6M | -6.0% | -3.6% | -2.5% | -6.9% |
| YTD | -16.9% | +27.4% | -44.3% | -19.4% |
| 1Y | -22.6% | +24.9% | -47.5% | -24.9% |
| All | +468.0% | -75.7% | +543.7% | +437.4% |
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