-95.4%
TSLQ vs SEDG
-77.1%
-18.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -2.2% |
| 7D | -6.6% | +1.4% | -8.0% | -6.2% |
| 30D | -24.3% | +8.3% | -32.6% | -22.4% |
| 3M | -3.6% | -40.7% | +37.0% | -8.8% |
| 6M | -12.0% | -3.9% | -8.0% | -6.9% |
| YTD | +1.4% | +20.2% | -18.8% | +14.0% |
| 1Y | -43.6% | +17.6% | -61.2% | -34.7% |
| 3Y | -95.4% | -76.6% | -18.8% | -95.6% |
| All | -95.4% | -77.1% | -18.3% | -95.6% |
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