+1,213.1%
TSEM vs SEDG
+81.7%
+1,131.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.7% | -2.3% |
| 7D | +10.4% | +12.1% | -1.7% | +8.2% |
| 30D | -12.9% | +14.7% | -27.6% | -15.2% |
| 3M | -9.2% | -43.0% | +33.9% | -0.8% |
| 6M | +98.8% | +9.0% | +89.7% | +93.5% |
| YTD | +87.2% | +26.3% | +60.9% | +76.8% |
| 1Y | +239.0% | +8.9% | +230.0% | +223.7% |
| 3Y | +679.5% | -75.5% | +755.0% | +739.1% |
| 5Y | +667.3% | -86.7% | +754.0% | +758.3% |
| 10Y | +1,301.0% | +110.6% | +1,190.4% | +855.6% |
| All | +1,213.1% | +81.7% | +1,131.4% | +810.5% |
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 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