-9.8%
TRI vs SEDG
-87.2%
+77.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +1.9% |
| 7D | -7.9% | +1.4% | -9.3% | -8.0% |
| 30D | -4.5% | +8.3% | -12.8% | -4.8% |
| 3M | +22.1% | -40.7% | +62.8% | +23.6% |
| 6M | -2.8% | -3.9% | +1.1% | -4.1% |
| YTD | -23.4% | +20.2% | -43.6% | -25.5% |
| 1Y | -41.5% | +17.6% | -59.1% | -43.5% |
| 3Y | -19.2% | -76.6% | +57.4% | -14.3% |
| All | -9.8% | -87.2% | +77.3% | -2.5% |
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