+59.6%
TXN vs SEDG
-87.2%
+146.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.6% | +9.4% | +4.5% |
| 7D | +4.0% | +1.4% | +2.6% | +3.7% |
| 30D | -2.9% | +8.3% | -11.2% | -4.1% |
| 3M | -9.1% | -40.7% | +31.6% | -4.1% |
| 6M | +36.6% | -3.9% | +40.5% | +33.8% |
| YTD | +57.5% | +20.2% | +37.3% | +48.6% |
| 1Y | +49.5% | +17.6% | +31.9% | +39.3% |
| 3Y | +76.5% | -76.6% | +153.2% | +95.1% |
| All | +59.6% | -87.2% | +146.8% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling