+80.5%
TSEM vs SEDG
-5.0%
+85.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.7% | 0.0% | -5.9% |
| 7D | -23.1% | +1.8% | -24.9% | -23.5% |
| 30D | -40.4% | -12.7% | -27.7% | -37.9% |
| 3M | -37.9% | -38.4% | +0.6% | -28.7% |
| 6M | -30.8% | -27.7% | -3.1% | -23.9% |
| YTD | +26.7% | +4.1% | +22.7% | +22.9% |
| 1Y | +80.5% | -5.7% | +86.1% | +78.2% |
| All | +80.5% | -5.0% | +85.5% | +78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling