+25.4%
TMO vs SEDG
-5.0%
+30.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +0.9% |
| 7D | +0.3% | +1.8% | -1.5% | +0.3% |
| 30D | +4.3% | -12.7% | +17.0% | +4.0% |
| 3M | +25.1% | -38.4% | +63.6% | +23.6% |
| 6M | +52.9% | -27.7% | +80.6% | +51.0% |
| YTD | +22.2% | +4.1% | +18.1% | +17.1% |
| 1Y | +25.4% | -5.7% | +31.0% | +20.3% |
| All | +25.4% | -5.0% | +30.4% | +20.3% |
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