+122.7%
TT vs SEDG
-75.9%
+198.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.7% |
| 7D | +1.6% | +12.1% | -10.6% | +1.0% |
| 30D | -7.3% | +14.7% | -22.0% | -8.0% |
| 3M | -2.6% | -43.0% | +40.4% | -0.5% |
| 6M | +5.9% | +9.0% | -3.1% | +3.8% |
| YTD | +15.4% | +26.3% | -10.9% | +12.0% |
| 1Y | +8.2% | +8.9% | -0.7% | +5.2% |
| 3Y | +122.7% | -75.5% | +198.2% | +159.1% |
| All | +122.7% | -75.9% | +198.5% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling