+25.8%
TMO vs SEDG
+3.4%
+22.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.7% |
| 7D | -1.4% | +8.9% | -10.2% | -1.2% |
| 30D | +6.2% | +0.9% | +5.3% | +6.2% |
| 3M | +27.5% | -53.2% | +80.7% | +26.8% |
| 6M | +20.0% | -9.9% | +29.8% | +17.8% |
| YTD | +6.1% | +18.5% | -12.4% | +1.9% |
| 1Y | +25.8% | +0.1% | +25.7% | +20.9% |
| All | +25.8% | +3.4% | +22.4% | +20.9% |
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 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