+237.5%
VIK vs TCOM
-15.5%
+253.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +3.6% | -7.6% | +11.2% | +5.3% |
| 30D | -16.7% | -12.2% | -4.5% | -14.5% |
| 3M | -1.1% | -14.2% | +13.1% | +1.8% |
| 6M | +27.8% | -25.0% | +52.8% | +35.9% |
| YTD | +23.3% | -43.7% | +67.0% | +38.7% |
| 1Y | +38.2% | -44.5% | +82.7% | +55.9% |
| All | +237.5% | -15.5% | +253.0% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling