+225.7%
VIK vs TCOM
-18.6%
+244.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.9% | -4.9% | +4.0% | +0.2% |
| 30D | -18.4% | -14.4% | -4.0% | -15.7% |
| 3M | -8.8% | -17.7% | +8.9% | -5.2% |
| 6M | +17.1% | -25.1% | +42.2% | +24.6% |
| YTD | +19.0% | -45.7% | +64.8% | +35.0% |
| 1Y | +30.1% | -47.9% | +78.0% | +48.8% |
| All | +225.7% | -18.6% | +244.3% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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