+365.8%
TTD vs SEDG
+142.4%
+223.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.4% | -4.3% |
| 7D | +1.7% | +12.1% | -10.4% | -0.9% |
| 30D | +1.6% | +14.7% | -13.1% | -1.9% |
| 3M | -27.8% | -43.0% | +15.2% | -20.9% |
| 6M | -52.1% | +9.0% | -61.2% | -57.1% |
| YTD | -63.1% | +26.3% | -89.3% | -68.8% |
| 1Y | -73.1% | +8.9% | -82.0% | -77.2% |
| 3Y | -83.3% | -75.5% | -7.8% | -82.0% |
| 5Y | -80.6% | -86.7% | +6.1% | -74.8% |
| All | +365.8% | +142.4% | +223.4% | +245.5% |
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 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