+7.1%
TLN vs SEDG
-42.2%
+49.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -0.9% | -2.4% |
| 7D | +11.0% | -13.3% | +24.3% | +13.8% |
| 30D | +4.9% | -21.9% | +26.8% | +9.5% |
| 3M | +4.9% | -25.9% | +30.8% | +9.8% |
| 6M | +7.1% | -44.2% | +51.4% | +15.2% |
| All | +7.1% | -42.2% | +49.4% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling