-17.8%
TSN vs SEDG
-86.8%
+69.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +1.3% |
| 7D | +1.4% | +8.7% | -7.4% | +1.1% |
| 30D | -6.2% | +10.3% | -16.5% | -6.4% |
| 3M | -5.7% | -32.6% | +27.0% | -5.1% |
| 6M | -11.4% | -3.6% | -7.8% | -12.2% |
| YTD | -8.2% | +27.4% | -35.6% | -10.2% |
| 1Y | -2.0% | +24.9% | -26.9% | -4.5% |
| 3Y | +11.9% | -75.3% | +87.2% | +15.3% |
| 5Y | -17.8% | -86.3% | +68.6% | -12.2% |
| All | -17.8% | -86.8% | +69.0% | -12.2% |
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