-97.2%
TSLQ vs SEDG
-87.0%
-10.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -2.3% |
| 7D | -6.6% | +1.4% | -8.0% | -6.1% |
| 30D | -24.3% | +8.3% | -32.6% | -22.3% |
| 3M | -3.6% | -40.7% | +37.0% | -9.2% |
| 6M | -12.0% | -3.9% | -8.0% | -6.2% |
| YTD | +1.4% | +20.2% | -18.8% | +15.4% |
| 1Y | -43.6% | +17.6% | -61.2% | -33.6% |
| 3Y | -95.4% | -76.6% | -18.8% | -95.6% |
| All | -97.2% | -87.0% | -10.2% | -97.6% |
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 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