-100.0%
VIVK vs TCOM
-39.6%
-60.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.2% | -30.6% | -25.1% |
| 7D | -68.7% | +10.7% | -79.3% | -65.5% |
| 30D | -90.0% | +10.1% | -100.1% | -89.0% |
| 3M | -98.1% | -8.9% | -89.2% | -98.1% |
| 6M | -99.9% | -19.2% | -80.8% | -99.9% |
| YTD | -99.9% | -40.6% | -59.3% | -100.0% |
| 1Y | -100.0% | -39.0% | -61.0% | -100.0% |
| All | -100.0% | -39.6% | -60.4% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling