-23.0%
TNA vs SEDG
-87.2%
+64.1%
-82.4%
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% | +3.0% |
| 7D | -7.3% | +1.4% | -8.7% | -8.0% |
| 30D | -14.2% | +8.3% | -22.5% | -17.1% |
| 3M | -4.6% | -40.7% | +36.1% | +9.3% |
| 6M | +36.9% | -3.9% | +40.8% | +23.6% |
| YTD | +42.5% | +20.2% | +22.3% | +15.7% |
| 1Y | +45.8% | +17.6% | +28.2% | +15.7% |
| 3Y | +104.7% | -76.6% | +181.3% | +198.3% |
| All | -23.0% | -87.2% | +64.1% | +43.9% |
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 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