+2,259.8%
TSM vs SEDG
+21.1%
+2,238.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.9% | +7.0% | -0.7% |
| 7D | +14.8% | -7.3% | +22.1% | +15.9% |
| 30D | -8.9% | -25.3% | +16.4% | -5.5% |
| 3M | -5.3% | -24.1% | +18.9% | -2.3% |
| 6M | +2.6% | -39.9% | +42.5% | +7.1% |
| YTD | +34.5% | -15.8% | +50.3% | +31.8% |
| 1Y | +41.0% | -42.9% | +83.9% | +44.8% |
| 3Y | +333.1% | -65.9% | +399.0% | +326.6% |
| 5Y | +270.1% | -93.3% | +363.4% | +347.3% |
| 10Y | +1,608.7% | +81.9% | +1,526.7% | +1,314.9% |
| All | +2,259.8% | +21.1% | +2,238.6% | +1,927.7% |
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