+533.7%
TXN vs SEDG
+83.3%
+450.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.4% | -1.7% |
| 7D | +2.0% | +8.7% | -6.8% | +0.7% |
| 30D | -8.0% | +10.3% | -18.3% | -9.5% |
| 3M | -7.8% | -32.6% | +24.9% | -3.9% |
| 6M | +32.4% | -3.6% | +36.0% | +29.0% |
| YTD | +51.7% | +27.4% | +24.3% | +40.8% |
| 1Y | +44.3% | +24.9% | +19.4% | +32.0% |
| 3Y | +71.3% | -75.3% | +146.6% | +78.1% |
| 5Y | +56.4% | -86.3% | +142.7% | +70.4% |
| 10Y | +410.2% | +117.7% | +292.5% | +273.8% |
| All | +533.7% | +83.3% | +450.4% | +382.4% |
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 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