Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tim's IRA, 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 Nov 16, 2020, corresponding to the inception date of VTRS
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio Tim's IRA | 0.06% | 0.41% | 6.28% | 6.82% | 47.68% | 22.05% | 13.19% | — |
| Portfolio components: | ||||||||
SPDW SPDR Portfolio World ex-US ETF | -0.06% | -0.09% | 4.39% | 9.00% | 46.19% | 16.52% | 8.36% | 9.47% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.15% | 2.94% | 7.01% | 9.30% | 32.36% | 17.46% | 6.24% | 12.42% |
IMOM Alpha Architect International Quantitative Momentum ETF | 0.20% | -1.00% | 7.75% | 15.44% | 71.25% | 19.55% | 6.74% | 7.53% |
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | -0.30% | -0.86% | 0.00% | 1.70% | 21.93% | 12.08% | 6.09% | — |
IEF iShares 7-10 Year Treasury Bond ETF | 0.25% | -0.91% | -0.00% | 0.73% | 3.71% | 1.77% | -0.83% | 0.73% |
GLD SPDR Gold Shares | 0.97% | -8.81% | 8.96% | 17.90% | 57.76% | 32.30% | 21.29% | 13.81% |
HUT Hut 8 Corp. Common Stock | 6.21% | 11.88% | 14.63% | 26.19% | 360.72% | 84.39% | 7.75% | — |
RSG Republic Services, Inc. | -0.22% | -4.35% | 4.59% | -0.49% | -3.52% | 18.92% | 18.08% | 18.80% |
SO The Southern Company | -0.12% | -0.68% | 11.90% | 2.04% | 14.65% | 14.21% | 13.17% | 11.21% |
JNJ Johnson & Johnson | -1.06% | -0.83% | 15.81% | 27.69% | 62.70% | 16.43% | 10.99% | 11.15% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 17, 2020, Tim's IRA's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Dec 2020 with a return of +15.7%, while the worst month was Jun 2022 at -9.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Tim's IRA closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.90% | 5.57% | -6.66% | 1.85% | 6.28% | ||||||||
| 2025 | 4.23% | -1.17% | -3.20% | 1.30% | 4.26% | 5.27% | 0.63% | 3.28% | 6.39% | 2.65% | -0.35% | 0.25% | 25.72% |
| 2024 | -0.07% | 5.26% | 3.91% | -5.08% | 4.88% | 1.51% | 2.84% | 1.55% | 1.99% | -1.31% | 6.62% | -6.63% | 15.57% |
| 2023 | 11.14% | -2.99% | 3.98% | 0.70% | -1.67% | 7.49% | 3.75% | -4.27% | -4.73% | -2.29% | 8.96% | 8.99% | 31.02% |
| 2022 | -5.66% | -2.23% | 2.49% | -7.16% | 1.02% | -8.98% | 9.23% | -3.26% | -8.37% | 8.72% | 5.06% | -3.89% | -14.22% |
| 2021 | 3.60% | 7.91% | 3.32% | 1.47% | -0.03% | 0.90% | 0.82% | 4.93% | -4.99% | 6.12% | -0.98% | 1.04% | 26.17% |
Benchmark Metrics
Tim's IRA has an annualized alpha of 9.14%, beta of 0.91, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since November 17, 2020.
- This portfolio captured 118.11% of S&P 500 Index gains but only 82.35% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 9.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.91 and R² of 0.72, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 9.14%
- Beta
- 0.91
- R²
- 0.72
- Upside Capture
- 118.11%
- Downside Capture
- 82.35%
Expense Ratio
Tim's IRA has an expense ratio of 0.13%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Tim's IRA ranks 79 for risk / return — better than 79% 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 | 2.83 | 1.87 | +0.96 |
Sortino ratioReturn per unit of downside risk | 3.97 | 3.01 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.41 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.91 | 2.49 | +1.42 |
Martin ratioReturn relative to average drawdown | 15.90 | 11.08 | +4.82 |
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 | |
|---|---|---|---|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | 87 | 2.89 | 4.14 | 1.56 | 2.94 | 11.99 |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 51 | 1.37 | 1.99 | 1.26 | 1.96 | 7.29 |
IMOM Alpha Architect International Quantitative Momentum ETF | 91 | 3.53 | 4.59 | 1.64 | 3.34 | 14.62 |
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | 46 | 1.66 | 2.35 | 1.32 | 1.35 | 5.54 |
IEF iShares 7-10 Year Treasury Bond ETF | 24 | 0.73 | 1.09 | 1.12 | 0.86 | 2.10 |
GLD SPDR Gold Shares | 70 | 2.10 | 2.51 | 1.38 | 2.64 | 9.35 |
HUT Hut 8 Corp. Common Stock | 93 | 3.72 | 3.27 | 1.40 | 8.86 | 24.36 |
RSG Republic Services, Inc. | 24 | -0.20 | -0.15 | 0.98 | -0.50 | -0.86 |
SO The Southern Company | 56 | 0.92 | 1.38 | 1.17 | 0.54 | 1.33 |
JNJ Johnson & Johnson | 97 | 3.80 | 5.35 | 1.69 | 7.39 | 25.75 |
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Dividends
Dividend yield
Tim's IRA provided a 2.47% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.59% | 2.51% | 2.28% | 2.74% | 2.28% | 1.60% | 2.02% | 1.92% | 1.82% | 1.87% | 1.70% |
| Portfolio components: | ||||||||||||
SPDW SPDR Portfolio World ex-US ETF | 3.16% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.51% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.00% |
IMOM Alpha Architect International Quantitative Momentum ETF | 2.35% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.00% |
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | 8.87% | 8.87% | 0.76% | 2.42% | 0.77% | 0.56% | 0.97% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.84% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HUT Hut 8 Corp. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSG Republic Services, Inc. | 1.11% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
SO The Southern Company | 3.06% | 3.37% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% |
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
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 Tim's IRA. 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 Tim's IRA was 26.34%, occurring on Sep 26, 2022. Recovery took 199 trading sessions.
The current Tim's IRA drawdown is 4.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.34% | Nov 15, 2021 | 217 | Sep 26, 2022 | 199 | Jul 13, 2023 | 416 |
| -17.17% | Dec 9, 2024 | 82 | Apr 8, 2025 | 41 | Jun 6, 2025 | 123 |
| -12.31% | Jul 14, 2023 | 75 | Oct 27, 2023 | 32 | Dec 13, 2023 | 107 |
| -9.69% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
| -9.57% | Feb 22, 2021 | 11 | Mar 8, 2021 | 103 | Aug 3, 2021 | 114 |
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 68 assets, with an effective number of assets of 12.09, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.