Asset Allocation
Find the right asset allocation for 2026 TSP Rollover AI gen 1
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026 TSP Rollover AI gen 1, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2026 TSP Rollover AI gen 1 | 1.87% | 9.16% | 49.93% | 49.98% | 90.59% | 43.10% | 24.32% | — |
| Portfolio components: | ||||||||
AVUV Avantis US Small Cap Value ETF | 0.96% | 6.47% | 22.73% | 19.51% | 42.12% | 19.24% | 11.57% | — |
MTUM iShares MSCI USA Momentum Factor ETF | 1.69% | 8.76% | 29.72% | 30.51% | 42.02% | 33.16% | 14.96% | 17.15% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 1.75% | 17.59% | 17.91% | 37.64% | 26.52% | 16.94% | — |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 4.77% | 42.94% | 458.36% | 462.65% | 1,075.10% | 110.81% | 43.69% | 63.20% |
SOXX iShares Semiconductor ETF | 1.59% | 17.25% | 98.11% | 99.51% | 171.57% | 53.00% | 33.69% | 35.55% |
TQQQ ProShares UltraPro QQQ | 1.99% | 2.89% | 47.28% | 47.23% | 114.36% | 59.79% | 24.34% | 44.55% |
UPRO ProShares UltraPro S&P 500 | 1.54% | -0.23% | 20.70% | 21.09% | 70.79% | 46.83% | 21.40% | 29.76% |
VTI Vanguard Total Stock Market ETF | 0.57% | 1.00% | 9.62% | 9.69% | 26.27% | 20.60% | 12.20% | 15.02% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2020, 2026 TSP Rollover AI gen 1's average daily return is +0.12%, while the average monthly return is +2.44%. At this rate, an investment would double in approximately 2.4 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +31.5%, while the worst month was Apr 2022 at -17.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026 TSP Rollover AI gen 1 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +16.9%, while the worst single day was Jun 5, 2026 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.36% | -1.72% | -8.30% | 31.50% | 21.63% | -1.28% | 49.93% | ||||||
| 2025 | 3.46% | -4.39% | -11.27% | -2.62% | 13.14% | 11.20% | 2.69% | 2.62% | 8.17% | 6.16% | -2.35% | -0.32% | 26.66% |
| 2024 | 2.25% | 9.78% | 3.86% | -7.74% | 9.30% | 7.03% | -1.32% | 0.71% | 2.57% | -2.65% | 8.31% | -3.06% | 31.09% |
| 2023 | 14.42% | -2.52% | 9.46% | -0.59% | 6.73% | 10.77% | 6.13% | -3.79% | -8.29% | -5.07% | 17.13% | 10.75% | 65.47% |
| 2022 | -12.32% | -4.84% | 4.38% | -17.87% | -0.50% | -14.29% | 18.22% | -8.75% | -15.95% | 9.58% | 9.95% | -12.35% | -41.61% |
| 2021 | 0.84% | 3.68% | 3.33% | 7.60% | -0.13% | 6.66% | 2.66% | 5.57% | -7.64% | 11.73% | 2.42% | 3.41% | 46.66% |
Benchmark Metrics
2026 TSP Rollover AI gen 1 has an annualized alpha of 2.37%, beta of 1.91, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.
- This portfolio captured 227.80% of S&P 500 Index gains and 153.06% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 2.37% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 1.91 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 2.37%
- Beta
- 1.91
- R²
- 0.91
- Upside Capture
- 227.80%
- Downside Capture
- 153.06%
Expense Ratio
2026 TSP Rollover AI gen 1 has an expense ratio of 0.37%, placing it in the medium range. 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
2026 TSP Rollover AI gen 1 ranks 83 for risk / return — in the top 83% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 TSP Rollover AI gen 1 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.71 | 1.86 | +0.85 |
| Sortino ratioReturn per unit of downside risk | 3.11 | 2.53 | +0.58 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.11 | 2.53 | +2.58 |
| Martin ratioReturn relative to average drawdown | 19.15 | 11.37 | +7.78 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 82 | 2.28 | 3.24 | 1.39 | 5.06 | 15.09 |
MTUM iShares MSCI USA Momentum Factor ETF | 71 | 1.96 | 2.62 | 1.36 | 3.55 | 13.66 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.11 | 2.74 | 1.37 | 3.02 | 11.23 |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 97 | 8.99 | 4.23 | 1.60 | 22.91 | 74.51 |
SOXX iShares Semiconductor ETF | 96 | 4.43 | 4.37 | 1.62 | 10.50 | 38.20 |
TQQQ ProShares UltraPro QQQ | 62 | 2.09 | 2.42 | 1.32 | 2.89 | 9.26 |
UPRO ProShares UltraPro S&P 500 | 55 | 1.77 | 2.23 | 1.30 | 2.43 | 10.01 |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
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Dividends
Dividend yield
2026 TSP Rollover AI gen 1 provided a 0.69% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.69% | 0.85% | 1.02% | 1.11% | 1.20% | 0.57% | 0.62% | 0.74% | 0.81% | 0.54% | 0.91% | 0.66% |
| Portfolio components: | ||||||||||||
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.61% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.03% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
TQQQ ProShares UltraPro QQQ | 0.41% | 0.65% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% |
UPRO ProShares UltraPro S&P 500 | 0.72% | 0.84% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% |
VTI Vanguard Total Stock Market ETF | 1.03% | 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 2026 TSP Rollover AI gen 1. 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 2026 TSP Rollover AI gen 1 was 47.07%, occurring on Oct 14, 2022. Recovery took 320 trading sessions.
The current 2026 TSP Rollover AI gen 1 drawdown is 6.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -47.07%Oct 2022 | 9mo 20d | 1y 3mo | 2y 28dDec 2021 - Jan 2024 |
2025 selloff2025 | -34.03%Apr 2025 | 1mo 17d | 2mo 26d | 4mo 13dFeb 2025 - Jul 2025 |
2024 correction2024 | -19.19%Aug 2024 | 21d | 3mo 2d | 3mo 23dJul 2024 - Nov 2024 |
2026 correction2026 | -16.97%Mar 2026 | 2mo | 14d | 2mo 14dJan 2026 - Apr 2026 |
2026 correction2026 | -14.80%Jun 2026 | 6d | — | 11d 21hJun 2026 - now |
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 8 assets, with an effective number of assets of 6.67, 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 | 1.07 | 1.06 | 1.06 | 1.06 |
The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026 TSP Rollover AI gen 1 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. UPRO has the highest benchmark correlation at 1.00, while AVUV has the lowest at 0.71.
Asset Correlations Table
| AVUV | MTUM | SOXL | SOXX | QQQM | TQQQ | UPRO | VTI | |
|---|---|---|---|---|---|---|---|---|
| AVUV | 1.00 | 0.61 | 0.56 | 0.56 | 0.54 | 0.54 | 0.71 | 0.76 |
| MTUM | 0.61 | 1.00 | 0.76 | 0.76 | 0.83 | 0.83 | 0.85 | 0.85 |
| SOXL | 0.56 | 0.76 | 1.00 | 1.00 | 0.85 | 0.85 | 0.79 | 0.79 |
| SOXX | 0.56 | 0.76 | 1.00 | 1.00 | 0.86 | 0.86 | 0.79 | 0.79 |
| QQQM | 0.54 | 0.83 | 0.85 | 0.86 | 1.00 | 1.00 | 0.92 | 0.91 |
| TQQQ | 0.54 | 0.83 | 0.85 | 0.86 | 1.00 | 1.00 | 0.92 | 0.91 |
| UPRO | 0.71 | 0.85 | 0.79 | 0.79 | 0.92 | 0.92 | 1.00 | 0.99 |
| VTI | 0.76 | 0.85 | 0.79 | 0.79 | 0.91 | 0.91 | 0.99 | 1.00 |
Find what 2026 TSP Rollover AI gen 1 is missing
See which holdings overlap, where 2026 TSP Rollover AI gen 1 is concentrated, and which low-correlation assets could fill the gaps.
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