+570.0%
TLN vs SEDG
-87.8%
+657.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.5% |
| 1Y | -22.6% | +24.9% | -47.5% | -25.0% |
| 3Y | +469.0% | -75.3% | +544.3% | +472.1% |
| All | +570.0% | -87.8% | +657.8% | +629.6% |
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