+620.9%
TRGP vs SEDG
-87.2%
+708.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +8.0% | +8.3% | -0.3% | +7.4% |
| 3M | +8.3% | -40.7% | +48.9% | +10.9% |
| 6M | +23.9% | -3.9% | +27.8% | +21.3% |
| YTD | +59.6% | +20.2% | +39.4% | +52.8% |
| 1Y | +79.4% | +17.6% | +61.8% | +70.4% |
| 3Y | +269.4% | -76.6% | +346.0% | +306.1% |
| All | +620.9% | -87.2% | +708.1% | +743.5% |
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