-49.7%
TSLQ vs SEDG
+3.4%
-53.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +12.3% |
| 7D | -5.8% | +8.9% | -14.7% | -3.6% |
| 30D | -22.1% | +0.9% | -23.0% | -21.3% |
| 3M | +10.1% | -53.2% | +63.3% | -0.3% |
| 6M | -6.8% | -9.9% | +3.1% | -4.5% |
| YTD | +8.5% | +18.5% | -10.0% | +23.1% |
| 1Y | -49.7% | +0.1% | -49.8% | -43.5% |
| All | -49.7% | +3.4% | -53.1% | -43.5% |
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