Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

T3

Currency in USD · Last updated Jun 2, 2025

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Asset Allocation

Position	Category/Sector	Target Weight
AMD Advanced Micro Devices, Inc.	Technology	9.09%
COST Costco Wholesale Corporation	Consumer Defensive	9.09%
HD The Home Depot, Inc.	Consumer Cyclical	9.09%
JNJ Johnson & Johnson	Healthcare	9.09%
MA Mastercard Inc	Financial Services	9.09%
MRK Merck & Co., Inc.	Healthcare	9.09%
PG The Procter & Gamble Company	Consumer Defensive	9.09%
TSLA Tesla, Inc.	Consumer Cyclical	9.09%
UNH UnitedHealth Group Incorporated	Healthcare	9.09%
V Visa Inc.	Financial Services	9.09%
XOM Exxon Mobil Corporation	Energy	9.09%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of Jun 2, 2025, the T3 returned -2.30% Year-To-Date and 23.05% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
T3	-2.30%	2.42%	-6.01%	8.63%	20.46%	23.05%
Portfolio components:
TSLA Tesla, Inc.	-14.21%	20.63%	0.38%	94.55%	44.15%	35.54%
XOM Exxon Mobil Corporation	-3.16%	-2.79%	-11.69%	-9.72%	23.08%	6.42%
UNH UnitedHealth Group Incorporated	-40.06%	-24.51%	-50.12%	-38.08%	1.28%	11.57%
V Visa Inc.	15.94%	5.23%	16.29%	35.01%	14.15%	18.95%
PG The Procter & Gamble Company	2.61%	5.84%	-4.04%	5.79%	10.64%	11.07%
MA Mastercard Inc	11.55%	4.69%	10.22%	31.76%	14.89%	20.91%
COST Costco Wholesale Corporation	13.80%	3.16%	7.29%	29.10%	29.64%	24.24%
JNJ Johnson & Johnson	9.11%	0.27%	1.79%	9.27%	3.76%	7.44%
HD The Home Depot, Inc.	-4.72%	1.03%	-13.63%	11.94%	10.82%	15.30%
MRK Merck & Co., Inc.	-22.09%	-7.62%	-23.14%	-36.98%	3.07%	6.14%
AMD Advanced Micro Devices, Inc.	-8.33%	12.07%	-19.28%	-33.65%	15.53%	47.32%

*Annualized

Monthly Returns

The table below presents the monthly returns of T3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.05%	-2.26%	-1.86%	-3.80%	2.75%								-2.30%
2024	2.48%	5.02%	-0.13%	-3.82%	1.67%	1.14%	2.83%	2.76%	3.39%	-3.03%	7.87%	-3.80%	16.86%
2023	6.59%	-0.86%	3.95%	1.12%	0.27%	6.86%	1.57%	-0.82%	-2.18%	-3.65%	7.87%	4.92%	27.90%
2022	-1.68%	-2.61%	4.14%	-2.76%	-0.12%	-6.38%	10.04%	-5.17%	-7.71%	8.61%	6.29%	-6.04%	-5.29%
2021	-2.47%	0.41%	4.90%	4.04%	-0.82%	4.16%	3.73%	-0.17%	-1.30%	11.27%	1.41%	4.19%	32.69%
2020	5.15%	-6.73%	-9.22%	16.46%	4.37%	2.03%	10.30%	15.73%	-5.84%	-6.32%	14.29%	5.23%	49.52%
2019	6.74%	2.78%	3.63%	0.63%	-4.41%	8.18%	1.91%	0.76%	-0.96%	6.91%	3.95%	6.92%	42.95%
2018	8.09%	-5.72%	-5.00%	4.41%	3.80%	5.58%	3.92%	7.64%	4.16%	-4.41%	4.99%	-7.97%	19.20%
2017	2.41%	7.00%	0.85%	2.16%	1.77%	0.79%	1.29%	1.36%	1.73%	-0.84%	3.26%	0.50%	24.46%
2016	-6.17%	-0.19%	8.79%	3.73%	3.25%	2.51%	6.86%	-0.15%	-0.92%	-1.39%	2.92%	6.09%	27.30%
2015	-2.24%	5.84%	-2.93%	-0.41%	2.95%	-0.18%	0.77%	-5.20%	-1.14%	7.60%	2.26%	3.35%	10.39%
2014	-2.88%	8.72%	-1.10%	0.37%	0.98%	1.71%	-1.82%	6.75%	-2.85%	3.52%	2.69%	-0.65%	15.77%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

T3 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of T3 is 25, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TSLA Tesla, Inc.	1.31	2.10	1.25	1.64	3.87
XOM Exxon Mobil Corporation	-0.30	-0.30	0.96	-0.41	-0.88
UNH UnitedHealth Group Incorporated	-0.82	-1.02	0.82	-0.70	-2.16
V Visa Inc.	1.63	2.15	1.33	2.38	8.37
PG The Procter & Gamble Company	0.37	0.58	1.08	0.57	1.25
MA Mastercard Inc	1.58	2.07	1.30	1.93	8.31
COST Costco Wholesale Corporation	1.29	1.81	1.24	1.65	4.74
JNJ Johnson & Johnson	0.55	0.89	1.12	0.64	1.68
HD The Home Depot, Inc.	0.61	1.06	1.12	0.68	1.69
MRK Merck & Co., Inc.	-1.32	-1.85	0.75	-0.86	-1.51
AMD Advanced Micro Devices, Inc.	-0.64	-0.82	0.90	-0.56	-1.15

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

T3 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.56
5-Year: 1.18
10-Year: 1.21
All Time: 1.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of T3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

T3 provided a 1.80% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.80%	1.64%	1.81%	1.49%	1.64%	2.21%	1.64%	1.75%	1.96%	1.68%	2.00%	1.52%
Portfolio components:
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XOM Exxon Mobil Corporation	3.83%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
UNH UnitedHealth Group Incorporated	2.78%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
V Visa Inc.	0.63%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
PG The Procter & Gamble Company	2.40%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%	2.78%
MA Mastercard Inc	0.48%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
COST Costco Wholesale Corporation	0.46%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
JNJ Johnson & Johnson	3.23%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
HD The Home Depot, Inc.	1.85%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%
MRK Merck & Co., Inc.	4.11%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.42%	3.11%
AMD Advanced Micro Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the T3. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T3 was 33.92%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current T3 drawdown is 6.54%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.92%	Feb 20, 2020	23	Mar 23, 2020	78	Jul 14, 2020	101
-16%	Dec 4, 2018	14	Dec 24, 2018	53	Mar 13, 2019	67
-15.56%	Jan 4, 2022	197	Oct 14, 2022	74	Feb 1, 2023	271
-15.54%	Jul 25, 2011	13	Aug 10, 2011	66	Nov 11, 2011	79
-15.16%	Dec 3, 2024	86	Apr 8, 2025	—	—	—

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	TSLA	AMD	XOM	MRK	UNH	PG	JNJ	COST	HD	V	MA	Portfolio
^GSPC	1.00	0.45	0.53	0.53	0.43	0.48	0.45	0.48	0.56	0.62	0.67	0.69	0.83
TSLA	0.45	1.00	0.36	0.16	0.11	0.16	0.11	0.12	0.26	0.26	0.29	0.31	0.61
AMD	0.53	0.36	1.00	0.21	0.15	0.21	0.15	0.17	0.28	0.32	0.37	0.38	0.65
XOM	0.53	0.16	0.21	1.00	0.31	0.30	0.27	0.32	0.24	0.32	0.35	0.36	0.48
MRK	0.43	0.11	0.15	0.31	1.00	0.37	0.42	0.53	0.28	0.29	0.34	0.32	0.47
UNH	0.48	0.16	0.21	0.30	0.37	1.00	0.34	0.42	0.31	0.35	0.36	0.36	0.51
PG	0.45	0.11	0.15	0.27	0.42	0.34	1.00	0.50	0.40	0.38	0.36	0.36	0.47
JNJ	0.48	0.12	0.17	0.32	0.53	0.42	0.50	1.00	0.35	0.36	0.39	0.38	0.50
COST	0.56	0.26	0.28	0.24	0.28	0.31	0.40	0.35	1.00	0.49	0.40	0.40	0.56
HD	0.62	0.26	0.32	0.32	0.29	0.35	0.38	0.36	0.49	1.00	0.45	0.46	0.60
V	0.67	0.29	0.37	0.35	0.34	0.36	0.36	0.39	0.40	0.45	1.00	0.82	0.70
MA	0.69	0.31	0.38	0.36	0.32	0.36	0.36	0.38	0.40	0.46	0.82	1.00	0.70
Portfolio	0.83	0.61	0.65	0.48	0.47	0.51	0.47	0.50	0.56	0.60	0.70	0.70	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

T3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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