-100.0%
VIVK vs TCOM
+216.3%
-316.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -6.8% |
| 7D | -7.9% | -10.2% | +2.3% | -9.3% |
| 30D | -42.0% | -16.8% | -25.1% | -43.4% |
| 3M | -92.5% | -16.7% | -75.8% | -92.7% |
| 6M | -98.0% | -27.1% | -70.9% | -98.1% |
| YTD | -97.9% | -45.5% | -52.4% | -98.1% |
| 1Y | -100.0% | -45.9% | -54.1% | -100.0% |
| 3Y | -100.0% | +9.8% | -109.7% | -100.0% |
| 5Y | -100.0% | +23.8% | -123.8% | -100.0% |
| 10Y | -100.0% | -10.8% | -89.2% | -100.0% |
| All | -100.0% | +216.3% | -316.3% | -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 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