+180.8%
TYL vs SEDG
+99.7%
+81.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.4% |
| 7D | +4.3% | -21.4% | +25.7% | +6.3% |
| 30D | +28.0% | -19.7% | +47.7% | +30.1% |
| 3M | +32.3% | -19.7% | +52.0% | +34.0% |
| 6M | +29.9% | -37.4% | +67.3% | +31.2% |
| YTD | -7.1% | -10.4% | +3.3% | -11.4% |
| 1Y | -9.2% | -43.0% | +33.8% | -9.4% |
| 3Y | +0.7% | -63.6% | +64.4% | -3.7% |
| 5Y | -21.1% | -92.5% | +71.4% | -9.0% |
| 10Y | +180.8% | +86.0% | +94.8% | +129.0% |
| All | +180.8% | +99.7% | +81.1% | +129.0% |
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