+277.6%
TSM vs SEDG
-86.8%
+364.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.2% |
| 7D | +2.6% | +8.7% | -6.1% | +1.6% |
| 30D | +1.4% | +10.3% | -8.9% | 0.0% |
| 3M | +5.0% | -32.6% | +37.6% | +8.7% |
| 6M | +24.0% | -3.6% | +27.5% | +21.2% |
| YTD | +41.6% | +27.4% | +14.2% | +33.1% |
| 1Y | +66.2% | +24.9% | +41.3% | +54.8% |
| 3Y | +398.2% | -75.3% | +473.5% | +460.5% |
| 5Y | +277.6% | -86.3% | +363.9% | +348.4% |
| All | +277.6% | -86.8% | +364.4% | +348.4% |
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