Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Scott Burns Couch Portfolio, 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.
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The earliest data available for this chart is Dec 5, 2003, corresponding to the inception date of TIP
Returns By Period
As of Apr 11, 2026, the Scott Burns Couch Portfolio returned 0.76% Year-To-Date and 8.56% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Scott Burns Couch Portfolio | -0.04% | 1.77% | 0.76% | 2.74% | 17.39% | 11.31% | 6.27% | 8.56% |
| Portfolio components: | ||||||||
TIP iShares TIPS Bond ETF | 0.05% | 0.28% | 1.01% | 0.49% | 5.75% | 3.05% | 1.40% | 2.61% |
VTI Vanguard Total Stock Market ETF | -0.12% | 3.06% | 0.25% | 4.74% | 29.52% | 19.61% | 10.91% | 14.16% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 8, 2003, Scott Burns Couch Portfolio's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +8.1%, while the worst month was Oct 2008 at -12.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Scott Burns Couch Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +5.3%, while the worst single day was Mar 16, 2020 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.05% | 0.37% | -3.11% | 2.55% | 0.76% | ||||||||
| 2025 | 2.20% | 0.12% | -2.54% | -0.30% | 2.80% | 3.11% | 1.15% | 1.99% | 1.94% | 1.27% | 0.24% | -0.31% | 12.14% |
| 2024 | 0.73% | 2.13% | 2.00% | -3.02% | 3.25% | 1.92% | 1.81% | 1.47% | 1.76% | -1.30% | 3.62% | -2.40% | 12.38% |
| 2023 | 4.50% | -1.89% | 2.78% | 0.57% | -0.38% | 3.24% | 1.86% | -1.38% | -3.38% | -1.68% | 6.06% | 3.90% | 14.61% |
| 2022 | -4.06% | -0.78% | 0.59% | -5.64% | -0.64% | -5.60% | 6.82% | -3.23% | -8.00% | 4.76% | 3.55% | -3.69% | -15.79% |
| 2021 | -0.03% | 0.72% | 1.72% | 3.24% | 0.73% | 1.62% | 2.21% | 1.34% | -2.64% | 3.88% | -0.32% | 2.12% | 15.42% |
Benchmark Metrics
Scott Burns Couch Portfolio has an annualized alpha of 2.97%, beta of 0.47, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 08, 2003.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.12%) than losses (55.38%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.97% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.47 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
- 2.97%
- Beta
- 0.47
- R²
- 0.86
- Upside Capture
- 58.12%
- Downside Capture
- 55.38%
Expense Ratio
Scott Burns Couch Portfolio has an expense ratio of 0.11%, 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
Scott Burns Couch Portfolio ranks 67 for risk / return — better than 67% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.56 | 2.23 | +0.33 |
Sortino ratioReturn per unit of downside risk | 3.74 | 3.12 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.42 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.32 | 4.05 | +0.27 |
Martin ratioReturn relative to average drawdown | 18.72 | 17.91 | +0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
TIP iShares TIPS Bond ETF | 31 | 1.57 | 2.31 | 1.28 | 2.40 | 6.31 |
VTI Vanguard Total Stock Market ETF | 66 | 2.36 | 3.28 | 1.44 | 4.38 | 19.06 |
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Dividends
Dividend yield
Scott Burns Couch Portfolio provided a 1.96% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.96% | 2.29% | 1.89% | 2.08% | 4.31% | 2.75% | 1.30% | 1.76% | 2.37% | 1.89% | 1.70% | 1.16% |
| Portfolio components: | ||||||||||||
TIP iShares TIPS Bond ETF | 2.79% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
VTI Vanguard Total Stock Market ETF | 1.13% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 Scott Burns Couch Portfolio. 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 Scott Burns Couch Portfolio was 31.99%, occurring on Mar 9, 2009. Recovery took 393 trading sessions.
The current Scott Burns Couch Portfolio drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.99% | May 20, 2008 | 202 | Mar 9, 2009 | 393 | Sep 28, 2010 | 595 |
| -19.76% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -19.57% | Dec 31, 2021 | 189 | Sep 30, 2022 | 359 | Mar 7, 2024 | 548 |
| -10.63% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -9.44% | Feb 20, 2025 | 34 | Apr 8, 2025 | 45 | Jun 12, 2025 | 79 |
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 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | TIP | VTI | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | -0.10 | 0.99 | 0.91 |
| TIP | -0.10 | 1.00 | -0.10 | 0.23 |
| VTI | 0.99 | -0.10 | 1.00 | 0.92 |
| Portfolio | 0.91 | 0.23 | 0.92 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified with a mix of positions that contribute differently to its overall risk profile. The correlation matrix shows that TIP (Treasury Inflation-Protected Securities) and VTI (a broad U.S. stock market ETF) have a slightly negative correlation of -0.1, which is beneficial for diversification as it suggests these assets tend to move independently or in opposite directions at times. This low correlation between TIP and VTI helps reduce overall portfolio volatility.
However, the portfolio's correlation with VTI is very high at 0.92, indicating that VTI is the dominant position driving the portfolio’s returns and risk. In contrast, the portfolio's correlation with TIP is much lower at 0.23, reflecting that TIP contributes less to the portfolio’s movement and provides some diversification benefit.
The relatively low correlation between TIP and the portfolio, combined with the high correlation between VTI and the portfolio, suggests that the portfolio is heavily weighted toward equity exposure through VTI. This concentration means the portfolio’s performance is largely influenced by the stock market, while TIP acts as a smaller, diversifying fixed-income component.
Overall, the portfolio is somewhat concentrated due to the dominance of VTI, but it maintains a degree of diversification through the inclusion of TIP, which has a low or negative correlation with equities. This structure can help mitigate risk during equity market downturns, but the portfolio remains primarily equity-driven.