I try TightVNC

I reckon you're talking about the VNC viewer. Yes, it works without installation, but it saves its config and the servers you connect to in the registry, so it doesn't completely fulfill the most strict definition of portable because:
a) It leaves traces behind (that can possibly be used to attack your VNC server).
b) Next time you use it on a different computer, you'll find out you haven't got your settings with you. They were stored on the previous computer.

However, if you don't care about those little details, its OK. It runs.