+708.6%
TLN vs SEDG
-92.1%
+800.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -0.9% | -2.6% |
| 7D | +11.0% | -13.3% | +24.3% | +12.3% |
| 30D | +4.9% | -21.9% | +26.8% | +6.9% |
| 3M | +4.9% | -25.9% | +30.8% | +7.1% |
| 6M | +7.1% | -44.2% | +51.4% | +11.1% |
| YTD | +0.3% | -17.3% | +17.6% | +0.3% |
| 1Y | +5.9% | -34.5% | +40.4% | +7.4% |
| 3Y | +578.5% | -66.7% | +645.2% | +581.0% |
| All | +708.6% | -92.1% | +800.7% | +808.9% |
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