+777.0%
TTWO vs SEDG
+83.3%
+693.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +2.4% |
| 7D | +1.3% | +8.7% | -7.4% | +0.6% |
| 30D | -13.4% | +10.3% | -23.7% | -14.2% |
| 3M | +3.1% | -32.6% | +35.7% | +5.2% |
| 6M | +3.8% | -3.6% | +7.3% | +1.3% |
| YTD | -15.3% | +27.4% | -42.6% | -19.7% |
| 1Y | -11.1% | +24.9% | -36.0% | -16.6% |
| 3Y | +52.0% | -75.3% | +127.3% | +57.1% |
| 5Y | +40.9% | -86.3% | +127.3% | +50.6% |
| 10Y | +407.6% | +117.7% | +289.9% | +269.8% |
| All | +777.0% | +83.3% | +693.7% | +526.7% |
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 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