-85.1%
TTD vs SEDG
-93.5%
+8.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.7% |
| 7D | +21.3% | -13.3% | +34.6% | +24.2% |
| 30D | +28.7% | -21.9% | +50.6% | +33.7% |
| 3M | +7.7% | -25.9% | +33.6% | +12.2% |
| 6M | -23.5% | -44.2% | +20.8% | -19.6% |
| YTD | -58.7% | -17.3% | -41.4% | -61.6% |
| 1Y | -63.4% | -34.5% | -28.9% | -64.4% |
| 3Y | -75.3% | -66.7% | -8.6% | -74.7% |
| All | -85.1% | -93.5% | +8.4% | -67.5% |
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