-97.2%
TSLQ vs SEDG
-86.3%
-10.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +6.5% | -14.5% | -6.5% |
| 7D | -8.6% | +12.1% | -20.7% | -6.0% |
| 30D | -24.9% | +14.7% | -39.6% | -21.9% |
| 3M | -1.5% | -43.0% | +41.5% | -7.4% |
| 6M | -18.1% | +9.0% | -27.1% | -10.2% |
| YTD | -0.1% | +26.3% | -26.4% | +14.9% |
| 1Y | -51.4% | +8.9% | -60.3% | -43.6% |
| 3Y | -95.9% | -75.5% | -20.4% | -96.1% |
| All | -97.2% | -86.3% | -10.9% | -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 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