T2 ETFS only

The chart shows the growth of an initial investment of $10,000 in T2 ETFS only, 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.

Based on dividend-adjusted daily data since Oct 13, 2016, T2 ETFS only's average daily return is +0.06%, while the average monthly return is +1.39%. At this rate, an investment would double in approximately 4.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +12.9%, while the worst month was Apr 2022 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, T2 ETFS only closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -9.0%.

T2 ETFS only has an annualized alpha of 6.82%, beta of 0.66, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 13, 2016.

• This portfolio captured 103.81% of S&P 500 Index gains but only 94.08% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 6.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

T2 ETFS only has an expense ratio of 0.23%, 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.

T2 ETFS only ranks 40 for risk / return — above 40% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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 T2 ETFS only Sharpe ratio is 1.47 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of T2 ETFS only compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

T2 ETFS only provided a 0.16% 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 T2 ETFS only. 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 T2 ETFS only was 32.02%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current T2 ETFS only drawdown is 3.29%.

The chart below shows the rolling one-month volatility.