-9.1%
TYL vs SEDG
-43.4%
+34.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +0.8% | -13.3% | +14.1% | +0.5% |
| 30D | +21.1% | -21.9% | +43.0% | +20.4% |
| 3M | +28.9% | -25.9% | +54.8% | +28.0% |
| 6M | +42.0% | -44.2% | +86.3% | +38.8% |
| YTD | -6.6% | -17.3% | +10.7% | -12.7% |
| 1Y | -9.1% | -34.5% | +25.4% | -14.1% |
| All | -9.1% | -43.4% | +34.4% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling