+76.5%
TXN vs SEDG
-77.1%
+153.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.6% | +9.4% | +4.4% |
| 7D | +4.0% | +1.4% | +2.6% | +3.7% |
| 30D | -2.9% | +8.3% | -11.2% | -4.0% |
| 3M | -9.1% | -40.7% | +31.6% | -4.8% |
| 6M | +36.6% | -3.9% | +40.5% | +34.8% |
| YTD | +57.5% | +20.2% | +37.3% | +50.9% |
| 1Y | +49.5% | +17.6% | +31.9% | +41.8% |
| 3Y | +76.5% | -76.6% | +153.2% | +91.4% |
| All | +76.5% | -77.1% | +153.6% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling