+104.0%
TYL vs SEDG
+103.5%
+0.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.2% |
| 7D | -8.6% | +3.6% | -12.2% | -8.9% |
| 30D | +7.5% | +9.3% | -1.8% | +6.5% |
| 3M | +10.9% | -39.1% | +50.0% | +14.3% |
| 6M | -6.7% | +1.8% | -8.5% | -10.6% |
| YTD | -24.5% | +22.0% | -46.6% | -29.5% |
| 1Y | -38.6% | +17.2% | -55.8% | -43.4% |
| 3Y | -12.6% | -76.3% | +63.7% | -9.5% |
| 5Y | -28.2% | -87.2% | +59.0% | -21.4% |
| 10Y | +104.0% | +108.6% | -4.6% | +67.8% |
| All | +104.0% | +103.5% | +0.5% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling