-49.1%
TSLL vs SEDG
-91.9%
+42.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.2% |
| 7D | +17.8% | -13.3% | +31.1% | +22.2% |
| 30D | +8.2% | -21.9% | +30.1% | +15.7% |
| 3M | +20.9% | -25.9% | +46.8% | +30.6% |
| 6M | -37.5% | -44.2% | +6.7% | -28.4% |
| YTD | -44.5% | -17.3% | -27.2% | -45.4% |
| 1Y | -33.0% | -34.5% | +1.6% | -30.3% |
| 3Y | -6.4% | -66.7% | +60.3% | +11.7% |
| All | -49.1% | -91.9% | +42.8% | +26.9% |
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