-6.8%
TSN vs SEDG
+106.4%
-113.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.2% |
| 7D | +3.0% | +1.4% | +1.6% | +3.0% |
| 30D | -4.2% | +8.3% | -12.5% | -4.6% |
| 3M | -3.9% | -40.7% | +36.8% | -2.3% |
| 6M | -9.8% | -3.9% | -5.9% | -11.2% |
| YTD | -7.3% | +20.2% | -27.5% | -10.1% |
| 1Y | -2.2% | +17.6% | -19.8% | -5.7% |
| 3Y | +11.9% | -76.6% | +88.5% | +14.5% |
| 5Y | -16.9% | -87.1% | +70.1% | -13.7% |
| All | -6.8% | +106.4% | -113.2% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling