-100.0%
VIVK vs TCOM
-46.9%
-53.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.0% |
| 7D | -4.4% | -4.9% | +0.5% | -6.5% |
| 30D | -40.8% | -14.4% | -26.4% | -44.7% |
| 3M | -94.1% | -17.7% | -76.5% | -94.7% |
| 6M | -98.2% | -25.1% | -73.1% | -98.5% |
| YTD | -98.0% | -45.7% | -52.3% | -98.8% |
| 1Y | -100.0% | -47.9% | -52.1% | -100.0% |
| All | -100.0% | -46.9% | -53.1% | -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