+407.0%
TSM vs SEDG
-76.7%
+483.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +4.8% | +3.6% | +1.2% | +4.4% |
| 30D | +4.0% | +9.3% | -5.3% | +3.0% |
| 3M | +2.0% | -39.1% | +41.1% | +5.7% |
| 6M | +25.5% | +1.8% | +23.7% | +23.5% |
| YTD | +44.0% | +22.0% | +22.0% | +39.1% |
| 1Y | +75.4% | +17.2% | +58.2% | +69.0% |
| All | +407.0% | -76.7% | +483.7% | +460.5% |
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 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