+617.0%
TSEM vs SEDG
-86.8%
+703.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.4% | -8.3% | -4.7% |
| 7D | +0.9% | +8.7% | -7.8% | -0.6% |
| 30D | -16.6% | +10.3% | -27.0% | -18.3% |
| 3M | -10.9% | -32.6% | +21.7% | -5.4% |
| 6M | +78.0% | -3.6% | +81.6% | +77.8% |
| YTD | +77.2% | +27.4% | +49.8% | +69.4% |
| 1Y | +207.6% | +24.9% | +182.7% | +193.4% |
| 3Y | +637.8% | -75.3% | +713.1% | +711.0% |
| 5Y | +617.0% | -86.3% | +703.3% | +669.3% |
| All | +617.0% | -86.8% | +703.8% | +669.3% |
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