+2,389.4%
TSM vs SEDG
+70.6%
+2,318.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +2.7% | +8.9% | -6.2% | +1.6% |
| 30D | +3.6% | +0.9% | +2.7% | +3.2% |
| 3M | -3.4% | -53.2% | +49.9% | +5.1% |
| 6M | +20.6% | -9.9% | +30.5% | +18.4% |
| YTD | +41.9% | +18.5% | +23.3% | +33.4% |
| 1Y | +84.4% | +0.1% | +84.3% | +74.5% |
| 3Y | +380.2% | -78.9% | +459.1% | +412.5% |
| 5Y | +275.3% | -88.0% | +363.4% | +319.2% |
| 10Y | +1,751.4% | +97.5% | +1,653.9% | +1,393.7% |
| All | +2,389.4% | +70.6% | +2,318.8% | +1,952.1% |
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