-46.0%
TSLL vs SEDG
-5.0%
-41.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -8.7% | +2.4% | -4.2% |
| 7D | -9.4% | +1.8% | -11.2% | -10.0% |
| 30D | +1.6% | -12.7% | +14.2% | +4.7% |
| 3M | +29.4% | -38.4% | +67.8% | +42.2% |
| 6M | -20.1% | -27.7% | +7.6% | -11.2% |
| YTD | -44.5% | +4.1% | -48.6% | -45.1% |
| 1Y | -46.0% | -5.7% | -40.4% | -46.0% |
| All | -46.0% | -5.0% | -41.0% | -46.0% |
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