+78.6%
TSN vs SEDG
+75.6%
+3.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -7.3% | +3.6% | -10.9% | -7.4% |
| 30D | -8.6% | +9.3% | -18.0% | -9.0% |
| 3M | -7.5% | -39.1% | +31.6% | -6.2% |
| 6M | -14.1% | +1.8% | -15.9% | -15.5% |
| YTD | -9.4% | +22.0% | -31.5% | -12.0% |
| 1Y | -4.1% | +17.2% | -21.3% | -7.2% |
| 3Y | +10.3% | -76.3% | +86.7% | +12.1% |
| 5Y | -19.7% | -87.2% | +67.5% | -17.2% |
| 10Y | -7.0% | +108.6% | -115.6% | -19.7% |
| All | +78.6% | +75.6% | +3.0% | +47.6% |
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