-18.4%
TSLL vs SEDG
-63.6%
+45.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.0% | +3.6% | +7.4% |
| 7D | -21.2% | -8.5% | -12.8% | -19.2% |
| 30D | -13.3% | -17.0% | +3.7% | -9.2% |
| 3M | +15.4% | -15.8% | +31.2% | +20.0% |
| 6M | -34.2% | -32.3% | -2.0% | -28.5% |
| YTD | -52.9% | -4.6% | -48.3% | -54.3% |
| 1Y | -54.3% | -29.2% | -25.1% | -52.8% |
| 3Y | -18.4% | -61.7% | +43.3% | +2.1% |
| All | -18.4% | -63.6% | +45.2% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling