+1,282.5%
TSEM vs SEDG
+106.4%
+1,176.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.6% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | -18.7% | +8.3% | -27.1% | -20.1% |
| 3M | -18.1% | -40.7% | +22.5% | -11.1% |
| 6M | +77.1% | -3.9% | +81.0% | +76.0% |
| YTD | +80.1% | +20.2% | +59.9% | +71.4% |
| 1Y | +220.4% | +17.6% | +202.8% | +203.1% |
| 3Y | +650.1% | -76.6% | +726.7% | +721.0% |
| 5Y | +628.9% | -87.1% | +716.0% | +725.4% |
| All | +1,282.5% | +106.4% | +1,176.1% | +930.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling