PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
T3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 9.09%XOM 9.09%UNH 9.09%V 9.09%PG 9.09%MA 9.09%COST 9.09%JNJ 9.09%HD 9.09%MRK 9.09%AMD 9.09%EquityEquity
PositionCategory/SectorTarget 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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T3, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,737.47%
418.28%
T3
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 3, 2025, the T3 returned -1.12% Year-To-Date and 23.53% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-8.25%-6.60%-5.32%3.55%16.80%10.02%
T3-21.47%-1.73%3.57%27.70%31.22%24.05%
TSLA
Tesla, Inc.
-33.82%-1.75%11.06%58.74%53.09%34.83%
XOM
Exxon Mobil Corporation
5.45%4.55%-6.70%-2.58%29.56%7.43%
UNH
UnitedHealth Group Incorporated
7.29%14.36%-8.08%19.43%20.51%18.30%
V
Visa Inc.
7.57%-3.65%23.03%23.46%18.35%18.80%
PG
The Procter & Gamble Company
3.45%-0.46%2.55%13.12%11.17%10.66%
MA
Mastercard Inc
0.91%-4.42%7.49%11.76%18.21%20.55%
COST
Costco Wholesale Corporation
5.66%-6.73%10.71%37.79%29.61%22.48%
JNJ
Johnson & Johnson
11.39%-3.39%1.18%6.93%6.53%7.85%
HD
The Home Depot, Inc.
-4.05%-2.21%-8.84%5.62%18.60%15.13%
MRK
Merck & Co., Inc.
-12.20%-5.63%-20.09%-31.36%6.79%7.99%
AMD
Advanced Micro Devices, Inc.
-22.34%-6.90%-42.40%-48.11%17.16%42.69%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.87%-17.61%-7.42%1.07%-21.47%
2024-11.26%6.61%-6.34%-1.55%0.27%5.17%9.03%-2.00%11.98%-3.60%22.74%6.89%39.21%
202319.48%7.39%2.18%-10.34%11.91%17.15%2.23%-2.47%-2.62%-11.98%14.43%4.52%57.53%
2022-9.27%-5.47%15.30%-14.05%-8.15%-9.41%22.97%-6.64%-5.63%-5.55%-5.41%-21.84%-46.50%
20215.33%-9.14%1.20%6.11%-7.57%6.30%2.91%3.36%2.25%30.07%3.06%-3.37%42.24%
202012.20%-4.63%-12.09%22.58%6.43%8.30%17.16%37.46%-9.27%-8.29%29.56%14.89%165.13%
20194.46%2.26%1.53%-0.04%-4.83%8.34%2.85%0.84%-1.55%8.51%3.93%7.21%38.01%
20188.81%-3.81%-7.15%5.80%2.01%6.63%0.05%5.97%0.46%-3.09%4.52%-7.67%11.41%
20175.16%4.56%2.52%5.26%3.54%1.67%-1.16%3.86%1.02%0.78%2.28%0.69%34.44%
2016-8.18%-0.22%9.63%2.19%-0.91%-0.83%6.29%-2.54%-0.60%-1.39%1.01%4.87%8.48%
2015-3.04%4.67%-2.52%3.11%4.96%1.15%2.52%-5.05%-0.74%1.36%3.31%1.48%11.19%
20140.27%12.84%-4.83%-0.51%1.46%4.17%-2.54%9.86%-3.75%4.69%2.78%-2.00%23.04%

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 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of T3 is 4242
Overall Rank
The Sharpe Ratio Rank of T3 is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of T3 is 4444
Sortino Ratio Rank
The Omega Ratio Rank of T3 is 3939
Omega Ratio Rank
The Calmar Ratio Rank of T3 is 4343
Calmar Ratio Rank
The Martin Ratio Rank of T3 is 4242
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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.72, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: 0.72
^GSPC: 0.25
The chart of Sortino ratio for Portfolio, currently valued at 1.28, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.28
^GSPC: 0.41
The chart of Omega ratio for Portfolio, currently valued at 1.15, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.15
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.70, compared to the broader market0.002.004.006.00
Portfolio: 0.70
^GSPC: 0.30
The chart of Martin ratio for Portfolio, currently valued at 2.23, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 2.23
^GSPC: 1.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
0.871.651.190.923.09
XOM
Exxon Mobil Corporation
-0.12-0.031.00-0.17-0.34
UNH
UnitedHealth Group Incorporated
0.691.071.150.771.86
V
Visa Inc.
1.261.741.241.836.18
PG
The Procter & Gamble Company
0.590.871.120.852.33
MA
Mastercard Inc
0.650.991.130.952.64
COST
Costco Wholesale Corporation
1.832.411.322.127.24
JNJ
Johnson & Johnson
0.250.461.060.260.77
HD
The Home Depot, Inc.
0.220.461.050.250.68
MRK
Merck & Co., Inc.
-1.33-1.760.76-0.86-1.64
AMD
Advanced Micro Devices, Inc.
-1.03-1.470.82-0.85-1.84

The current T3 Sharpe ratio is 0.64. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.46 to 1.11, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of T3 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.72
0.25
T3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

T3 provided a 1.65% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.65%1.64%1.81%1.49%1.64%2.21%1.64%1.75%1.96%1.68%2.00%1.52%
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
3.45%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
1.55%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.
0.65%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
2.34%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
MA
Mastercard Inc
0.52%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
0.48%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
3.10%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.
2.44%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.
3.65%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.33%
-12.17%
T3
Benchmark (^GSPC)
Portfolio components

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 53.81%, occurring on Jan 3, 2023. Recovery took 467 trading sessions.

The current T3 drawdown is 5.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.81%Jan 4, 2022251Jan 3, 2023467Nov 11, 2024718
-38.96%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-37.07%Dec 18, 202454Mar 10, 2025
-25.59%Jan 11, 202139Mar 8, 2021155Oct 15, 2021194
-20.99%Sep 1, 20205Sep 8, 202054Nov 23, 202059

Volatility

Volatility Chart

The current T3 volatility is 16.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.21%
7.38%
T3
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TSLAAMDXOMMRKUNHPGCOSTJNJHDVMA
TSLA1.000.350.160.100.170.110.260.120.260.290.31
AMD0.351.000.210.150.210.140.280.170.310.370.38
XOM0.160.211.000.310.310.270.240.320.320.350.36
MRK0.100.150.311.000.370.410.280.530.280.340.32
UNH0.170.210.310.371.000.340.310.420.350.360.36
PG0.110.140.270.410.341.000.400.490.370.360.36
COST0.260.280.240.280.310.401.000.340.490.400.40
JNJ0.120.170.320.530.420.490.341.000.360.390.38
HD0.260.310.320.280.350.370.490.361.000.450.45
V0.290.370.350.340.360.360.400.390.451.000.82
MA0.310.380.360.320.360.360.400.380.450.821.00
The correlation results are calculated based on daily price changes starting from Jun 30, 2010
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab