+394.9%
TTWO vs SEDG
+106.4%
+288.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.2% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -11.3% | +8.3% | -19.6% | -12.1% |
| 3M | +1.6% | -40.7% | +42.3% | +4.8% |
| 6M | +2.1% | -3.9% | +6.0% | -0.4% |
| YTD | -15.8% | +20.2% | -36.0% | -20.0% |
| 1Y | -12.6% | +17.6% | -30.2% | -17.7% |
| 3Y | +48.2% | -76.6% | +124.8% | +55.8% |
| 5Y | +40.0% | -87.1% | +127.1% | +52.4% |
| All | +394.9% | +106.4% | +288.4% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling