-23.4%
TSLL vs SEDG
+3.4%
-26.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.2% | -13.0% | -12.2% |
| 7D | +1.9% | +8.9% | -7.0% | -0.4% |
| 30D | +17.8% | +0.9% | +16.9% | +17.1% |
| 3M | -37.0% | -53.2% | +16.2% | -26.2% |
| 6M | -37.7% | -9.9% | -27.8% | -36.5% |
| YTD | -51.4% | +18.5% | -69.9% | -55.3% |
| 1Y | -23.4% | +0.1% | -23.5% | -25.8% |
| All | -23.4% | +3.4% | -26.8% | -25.8% |
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