+99.7%
TXN vs SEDG
-5.0%
+104.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | +0.8% |
| 7D | +1.0% | +1.8% | -0.8% | +0.7% |
| 30D | +6.1% | -12.7% | +18.8% | +7.8% |
| 3M | +10.4% | -38.4% | +48.8% | +15.9% |
| 6M | +12.6% | -27.7% | +40.3% | +16.4% |
| YTD | +83.5% | +4.1% | +79.4% | +84.2% |
| 1Y | +99.7% | -5.7% | +105.4% | +100.9% |
| All | +99.7% | -5.0% | +104.7% | +100.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling