+133.5%
TT vs SEDG
-93.2%
+226.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.9% | +8.7% | +0.4% |
| 7D | +8.1% | -7.3% | +15.3% | +8.6% |
| 30D | -11.3% | -25.3% | +14.0% | -9.6% |
| 3M | -11.2% | -24.1% | +13.0% | -9.8% |
| 6M | -8.9% | -39.9% | +31.0% | -7.4% |
| YTD | +9.7% | -15.8% | +25.5% | +7.6% |
| 1Y | +1.3% | -42.9% | +44.1% | +2.0% |
| 3Y | +93.4% | -65.9% | +159.2% | +95.1% |
| 5Y | +133.5% | -93.3% | +226.8% | +187.3% |
| All | +133.5% | -93.2% | +226.8% | +187.3% |
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