-80.8%
TTD vs SEDG
-86.8%
+6.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.7% | -0.1% |
| 7D | -7.4% | +8.7% | -16.1% | -8.9% |
| 30D | +3.0% | +10.3% | -7.3% | +0.9% |
| 3M | -27.6% | -32.6% | +5.0% | -24.2% |
| 6M | -49.5% | -3.6% | -45.9% | -52.6% |
| YTD | -63.2% | +27.4% | -90.6% | -68.1% |
| 1Y | -69.7% | +24.9% | -94.6% | -74.5% |
| 3Y | -83.3% | -75.3% | -8.0% | -77.8% |
| 5Y | -80.8% | -86.3% | +5.5% | -68.7% |
| All | -80.8% | -86.8% | +6.0% | -68.7% |
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