T4

The chart shows the growth of an initial investment of $10,000 in T4, 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 never rebalanced.

Based on dividend-adjusted daily data since Dec 11, 2024, T4's average daily return is -0.02%, while the average monthly return is -0.62%.

Historically, 42% of months were positive and 58% were negative. The best month was Jan 2025 with a return of +9.8%, while the worst month was Mar 2026 at -10.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, T4 closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Feb 5, 2026 at -8.6%.

T4 has an annualized alpha of -19.80%, beta of 1.16, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since December 11, 2024.

• This portfolio participated in 115.42% of S&P 500 Index downside but only 15.79% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.35 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

T4 has a high expense ratio of 0.99%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

T4 ranks 1 for risk / return — in the bottom 1% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

The current T4 Sharpe ratio is -0.82 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 1.54 to 2.41, 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 T4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

T4 provided a 4.01% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the T4. 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 T4 was 39.05%, occurring on Jun 10, 2026. The portfolio has not yet recovered.

The current T4 drawdown is 37.01%.

The chart below shows the rolling one-month volatility.