+10.6%
TMO vs SEDG
-87.2%
+97.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.5% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | +1.1% | +8.3% | -7.2% | +0.5% |
| 3M | +28.3% | -40.7% | +69.0% | +31.5% |
| 6M | +23.3% | -3.9% | +27.2% | +19.6% |
| YTD | +5.5% | +20.2% | -14.8% | -0.5% |
| 1Y | +24.5% | +17.6% | +6.9% | +16.3% |
| 3Y | +19.6% | -76.6% | +96.2% | +25.4% |
| All | +10.6% | -87.2% | +97.8% | +18.6% |
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