+927.6%
TT vs SEDG
+70.6%
+857.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.7% |
| 7D | 0.0% | +8.9% | -8.9% | -0.8% |
| 30D | -7.2% | +0.9% | -8.0% | -7.4% |
| 3M | -3.0% | -53.2% | +50.3% | +2.6% |
| 6M | +1.4% | -9.9% | +11.2% | -0.6% |
| YTD | +15.9% | +18.5% | -2.6% | +10.2% |
| 1Y | +9.4% | +0.1% | +9.3% | +4.4% |
| 3Y | +124.4% | -78.9% | +203.3% | +134.9% |
| 5Y | +138.0% | -88.0% | +226.0% | +156.3% |
| 10Y | +886.4% | +97.5% | +788.9% | +644.2% |
| All | +927.6% | +70.6% | +857.0% | +652.9% |
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