+57.6%
TNA vs SEDG
+83.3%
-25.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -4.7% |
| 7D | -7.6% | +8.7% | -16.3% | -10.7% |
| 30D | -13.6% | +10.3% | -24.0% | -17.4% |
| 3M | +2.8% | -32.6% | +35.4% | +13.9% |
| 6M | +34.5% | -3.6% | +38.1% | +20.2% |
| YTD | +41.0% | +27.4% | +13.6% | +10.0% |
| 1Y | +52.0% | +24.9% | +27.1% | +15.4% |
| 3Y | +103.5% | -75.3% | +178.8% | +134.4% |
| 5Y | -22.5% | -86.3% | +63.8% | +13.4% |
| 10Y | +81.9% | +117.7% | -35.8% | +1.6% |
| All | +57.6% | +83.3% | -25.7% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling