+208.6%
TYL vs SEDG
+70.6%
+138.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.1% |
| 7D | -3.7% | +8.9% | -12.6% | -4.4% |
| 30D | +18.7% | +0.9% | +17.9% | +18.5% |
| 3M | +18.1% | -53.2% | +71.4% | +24.4% |
| 6M | -1.1% | -9.9% | +8.7% | -3.9% |
| YTD | -19.8% | +18.5% | -38.4% | -24.6% |
| 1Y | -34.3% | +0.1% | -34.4% | -38.1% |
| 3Y | -8.2% | -78.9% | +70.7% | -4.8% |
| 5Y | -25.4% | -88.0% | +62.6% | -19.3% |
| 10Y | +115.6% | +97.5% | +18.1% | +81.5% |
| All | +208.6% | +70.6% | +138.0% | +154.4% |
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