+208.4%
TRI vs SEDG
+83.3%
+125.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.5% |
| 7D | -14.4% | +8.7% | -23.1% | -14.8% |
| 30D | -8.1% | +10.3% | -18.4% | -8.7% |
| 3M | +17.5% | -32.6% | +50.2% | +19.1% |
| 6M | -5.0% | -3.6% | -1.4% | -6.6% |
| YTD | -24.7% | +27.4% | -52.1% | -27.6% |
| 1Y | -41.5% | +24.9% | -66.4% | -44.1% |
| 3Y | -20.3% | -75.3% | +55.0% | -18.9% |
| 5Y | -10.9% | -86.3% | +75.4% | -7.5% |
| 10Y | +190.6% | +117.7% | +72.9% | +132.1% |
| All | +208.4% | +83.3% | +125.1% | +154.7% |
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