-55.4%
TSLL vs SEDG
-88.4%
+33.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.0% |
| 6M | -37.7% | -9.9% | -27.8% | -39.0% |
| YTD | -51.4% | +18.5% | -69.9% | -56.6% |
| 1Y | -23.4% | +0.1% | -23.5% | -29.4% |
| 3Y | -30.8% | -78.9% | +48.1% | +10.1% |
| All | -55.4% | -88.4% | +33.0% | +1.0% |
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 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