-100.0%
VIVK vs TCOM
+29.4%
-129.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.4% |
| 7D | -4.4% | -4.9% | +0.5% | -4.4% |
| 30D | -40.8% | -14.4% | -26.4% | -40.9% |
| 3M | -94.1% | -17.7% | -76.5% | -94.2% |
| 6M | -98.2% | -25.1% | -73.1% | -98.2% |
| YTD | -98.0% | -45.7% | -52.3% | -98.0% |
| 1Y | -100.0% | -47.9% | -52.1% | -100.0% |
| 3Y | -100.0% | +8.9% | -108.9% | -100.0% |
| All | -100.0% | +29.4% | -129.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling