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TFLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TFLO 35.00%SGOV 15.00%SCHD 50.00%BondBondEquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TFLO, 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 year.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
TFLO
0.49%1.99%11.13%10.73%15.16%9.82%6.32%
SCHD
Schwab U.S. Dividend Equity ETF
0.89%3.21%20.66%19.57%26.72%14.90%8.75%12.91%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.02%0.29%1.61%1.78%3.91%4.71%3.56%
TFLO
iShares Treasury Floating Rate Bond ETF
0.02%0.31%1.71%1.90%3.99%4.74%3.66%2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, TFLO's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +6.8%, while the worst month was Jun 2022 at -3.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TFLO closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +3.0%, while the worst single day was Jun 11, 2020 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.50%3.52%-1.26%2.53%0.86%0.61%11.13%
20251.13%1.45%-0.43%-3.72%0.86%1.28%0.19%2.80%-0.49%-0.82%1.71%0.40%4.29%
20240.30%1.15%2.55%-2.07%1.26%0.20%3.33%1.43%0.66%0.30%2.60%-3.33%8.48%
20231.19%-1.48%-0.31%-0.19%-1.78%2.78%2.26%-0.50%-1.85%-1.60%3.20%3.24%4.83%
2022-1.34%-0.94%1.48%-1.96%1.88%-3.89%1.95%-1.24%-3.40%5.24%3.44%-1.49%-0.70%
2021-0.45%3.03%4.60%1.17%1.73%-0.55%0.36%1.14%-2.04%2.39%-1.14%4.00%14.97%

Benchmark Metrics

TFLO has an annualized alpha of 3.39%, beta of 0.35, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (38.57%) than losses (35.48%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.35 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.39%
Beta
0.35
0.60
Upside Capture
38.57%
Downside Capture
35.48%

Expense Ratio

TFLO has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

TFLO ranks 90 for risk / return — in the top 90% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TFLO Risk / Return Rank: 9090
Overall Rank
TFLO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 9696
Sortino Ratio Rank
TFLO Omega Ratio Rank: 9090
Omega Ratio Rank
TFLO Calmar Ratio Rank: 9494
Calmar Ratio Rank
TFLO Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for TFLO and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.70

1.86

+0.83

Sortino ratioReturn per unit of downside risk

4.40

2.53

+1.87

Omega ratioGain probability vs. loss probability

1.52

1.34

+0.18

Calmar ratioReturn relative to maximum drawdown

6.34

2.53

+3.81

Martin ratioReturn relative to average drawdown

17.71

11.37

+6.34


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab U.S. Dividend Equity ETF
86
2.413.721.435.7013.97
SGOV
iShares 0-3 Month Treasury Bond ETF
100
20.28275.69195.55398.204,461.98
TFLO
iShares Treasury Floating Rate Bond ETF
100
14.2851.3814.07203.31831.79

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current TFLO Sharpe ratio is 2.70 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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


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Dividends

Dividend yield

TFLO provided a 3.55% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.55%3.98%4.41%4.19%2.50%1.40%1.71%2.22%2.11%1.62%1.55%1.54%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.89%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

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 TFLO. 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 TFLO was 8.04%, occurring on Sep 30, 2022. Recovery took 42 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-8.04%Sep 2022
8mo 21d2mo 1d
10mo 22dJan 2022 - Nov 2022
2025 selloff2025
-7.71%Apr 2025
4mo 7d4mo 16d
8mo 23dDec 2024 - Aug 2025
2020 pullback2020
-5.53%Jun 2020
17d1mo 12d
1mo 29dJun 2020 - Aug 2020
2023 pullback2023
-4.70%May 2023
3mo 12d2mo 6d
5mo 18dFeb 2023 - Jul 2023
2023 pullback2023
-4.69%Oct 2023
2mo 27d1mo 15d
4mo 12dAug 2023 - Dec 2023

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 3 assets, with an effective number of assets of 2.53, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.02

1.02

1.02

1.02

The portfolio has a diversification ratio of 1.02, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

TFLO correlation to the S&P 500 Index

TFLO has a 0.36 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

0.70


Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.70, while TFLO has the lowest at -0.06.

TFLO
-0.06
SGOV
-0.02
SCHD
0.70

Portfolio Correlations

Correlation vs. TFLO. SCHD has the highest portfolio correlation at 1.00, while TFLO has the lowest at -0.06.

TFLO
-0.06
SGOV
-0.02
SCHD
1.00

Asset Correlations Table

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

SGOVTFLOSCHD
SGOV1.000.38-0.03
TFLO0.381.00-0.07
SCHD-0.03-0.071.00
The correlation results are calculated based on daily price changes starting from May 28, 2020
Diversification Analysis

Find what TFLO is missing

See which holdings overlap, where TFLO is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification