-22.4%
TYL vs SEDG
-92.0%
+69.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -2.7% |
| 7D | +6.7% | -8.5% | +15.1% | +7.1% |
| 30D | +26.5% | -17.0% | +43.6% | +28.0% |
| 3M | +37.3% | -15.8% | +53.1% | +38.3% |
| 6M | +31.2% | -32.3% | +63.4% | +31.1% |
| YTD | -7.4% | -4.6% | -2.7% | -12.2% |
| 1Y | -9.6% | -29.2% | +19.7% | -11.9% |
| 3Y | +1.9% | -61.7% | +63.6% | +0.4% |
| All | -22.4% | -92.0% | +69.7% | +6.0% |
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 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