Tactical: DIY, ranked by Alpha
for period ending September 30, 2026
More ways to view this list of Portfolio Recipes:
Recipe Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Strategic: DIY, Tactical: DIY, Tactical: Managed
Alpha is another way to see risk-adjusted return, showing the extra return above the expected return given the asset class's volatility (beta). Alpha greater than zero shows performance above what is expected based on its beta versus the benchmark of the S&P 500 (represented by the SPY exchange-traded fund).
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Portfolio Recipes: Tactical: DIY Peer Group
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| Alpha | Total Return, annualized | ||||||||||||||
| Recipe Name | ID | Category | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Group average | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | -6.3% | -4.2% | -7.5% | -3.5% | -1.7% | 0.4% | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | |
| S&P 500 | SPY | Benchmark | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | -2.8% | -2.4% | -3.7% | -1.8% | -1.0% | 0.2% | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |
| Adaptive Allocation A | t.aaaa | Adaptive | 0.6% | 5.9% | -1.9% | 0.1% | -0.1% | 4.9% | 9.7% | 18.0% | 7.4% | 9.1% | 8.3% | 10.6% | |
| Adaptive Allocation B | t.aaab | Adaptive | 10.1% | 6.6% | -2.2% | -0.6% | -0.4% | 4.6% | 19.9% | 18.8% | 7.3% | 8.5% | 8.0% | 10.4% | |
| Adaptive Allocation C | t.aaac | Adaptive | 10.9% | 7.5% | -1.9% | -0.6% | -0.3% | 4.6% | 20.7% | 19.6% | 7.7% | 8.5% | 8.1% | 10.4% | |
| Adaptive Allocation D | t.aaad | Adaptive | -7.7% | -0.7% | -2.9% | 0.9% | -0.1% | 5.2% | 6.3% | 13.6% | 7.2% | 10.7% | 9.6% | 11.9% | |
| Adaptive Allocation E | t.aaae | Adaptive | 9.3% | 7.2% | -0.5% | 0.9% | -0.1% | 4.7% | 21.1% | 22.3% | 9.9% | 11.6% | 10.2% | 12.0% | |
| Adaptive Allocation F | t.aaaf | Adaptive | 1.6% | 7.8% | 2.7% | 4.9% | 5.8% | 8.9% | 15.8% | 23.5% | 12.4% | 13.2% | 13.6% | 14.4% | |
| Minimum Correlation | t.coco | Correlation | -6.6% | 0.5% | -5.1% | -2.7% | -1.4% | 2.3% | 4.4% | 16.6% | 5.5% | 7.1% | 7.4% | 8.4% | |
| Maximum Diversification | t.mdiv | Diversification | -7.2% | 0.0% | -5.3% | -3.0% | -1.2% | 3.0% | 3.0% | 14.6% | 4.7% | 5.7% | 6.6% | 8.1% | |
| Equal Weight With Cluster | t.dist | Correlation | -7.2% | -1.1% | -4.8% | -3.3% | -2.4% | 1.9% | 4.3% | 15.0% | 5.6% | 6.5% | 6.3% | 7.7% | |
| Minimum Mean Abs Deviation | t.madm | Risk-Driven | -10.3% | 2.0% | -3.2% | -0.6% | 0.8% | 4.1% | -0.2% | 14.7% | 5.9% | 7.4% | 7.9% | 8.8% | |
| Minimum Variance A | t.mvar | Risk-Driven | -8.9% | 1.9% | -2.5% | -0.2% | 1.0% | 4.2% | 0.0% | 14.1% | 6.5% | 7.9% | 8.1% | 9.0% | |
| Risk Parity Portfolio A | t.rpba | Risk-Driven | -3.0% | 0.6% | -3.2% | -1.8% | -1.5% | 1.0% | 10.3% | 18.3% | 8.3% | 9.7% | 9.9% | 9.2% | |
| Maximum Sortino Portfolio | t.sort | Risk/Reward | 0.5% | 0.1% | -3.4% | 1.4% | 0.9% | 5.0% | 12.8% | 12.8% | 5.6% | 10.1% | 8.7% | 10.1% | |
| Equal Weight Portfolio | t.eqwt | Equal Weight | -1.6% | 0.3% | -3.6% | -2.2% | -2.2% | -0.4% | 12.3% | 19.1% | 8.4% | 10.1% | 10.1% | 8.8% | |
| Faber Rel Strength: Top 1 | t.frs1 | Momentum | -4.4% | -9.3% | -3.1% | -0.4% | -0.9% | 3.9% | 7.7% | 9.5% | 6.6% | 8.8% | 7.4% | 9.8% | |
| Faber Rel Strength: Top 2 | t.frs2 | Momentum | 16.6% | 2.7% | 3.6% | 2.7% | 1.5% | 3.5% | 23.5% | 16.1% | 12.1% | 10.9% | 9.5% | 9.6% | |
| Faber Rel Strength: Top 3 | t.frs3 | Momentum | 13.9% | 2.2% | 1.2% | 3.2% | 2.9% | 4.0% | 20.6% | 14.3% | 9.4% | 10.7% | 10.0% | 9.4% | |
| Faber Rel Strength: Top 4 | t.frs4 | Momentum | 8.5% | 0.8% | -1.1% | 0.8% | 0.4% | 2.1% | 15.0% | 11.3% | 6.5% | 7.6% | 6.6% | 7.0% | |
| Pure Momentum | t.pure | Momentum | 0.2% | -11.5% | -6.8% | -0.4% | -1.0% | 8.8% | 20.5% | 13.6% | 7.1% | 12.0% | 10.2% | 15.8% | |
| Quartile Sector Rotation | t.srqr | Sector Rotation | 27.1% | 18.9% | 21.0% | 4.1% | 5.0% | 7.4% | 75.0% | 70.1% | 43.9% | 27.6% | 28.9% | 22.4% | |
| Rel Strength Sector Rotatn | t.srrs | Sector Rotation | 3.8% | -1.9% | -1.4% | 0.4% | 1.0% | 2.7% | 11.1% | 12.9% | 9.0% | 11.1% | 11.5% | 9.7% | |
| Top 5 Sector Rotation | t.srt5 | Sector Rotation | 26.7% | 9.1% | 6.3% | 3.5% | 3.3% | 4.1% | 42.2% | 33.2% | 19.6% | 18.0% | 18.0% | 13.8% | |
| Top 3 Sector Rotation | t.srt3 | Sector Rotation | 7.0% | -2.4% | 2.5% | 1.4% | 2.1% | 3.0% | 15.2% | 16.1% | 11.7% | 11.2% | 12.4% | 10.9% | |
| Minimum CdaR | t.cdar | Risk-Driven | -8.9% | -0.8% | -4.5% | -0.6% | 0.5% | 4.4% | -0.4% | 11.8% | 4.3% | 7.7% | 8.0% | 9.3% | |
| Minimum CvaR | t.cvar | Risk-Driven | -5.3% | 7.9% | -0.5% | 0.2% | 1.2% | 4.2% | 2.4% | 17.6% | 7.7% | 7.2% | 7.6% | 8.6% | |
| Equal Risk Contribution | t.eqrc | Risk-Driven | -4.4% | -0.4% | -4.2% | -2.0% | -1.2% | 2.5% | 7.9% | 16.2% | 6.6% | 7.8% | 7.9% | 8.6% | |
| Minimum Drawdown | t.loss | Risk-Driven | -3.6% | 5.9% | -0.8% | 0.4% | 0.8% | 4.1% | 9.1% | 18.2% | 8.0% | 8.1% | 7.8% | 9.0% | |
| Minimum Downside MAD | t.madd | Risk-Driven | -10.3% | 2.0% | -3.2% | -0.6% | 0.8% | 4.0% | -0.2% | 14.7% | 5.9% | 7.4% | 7.9% | 8.8% | |
| Minimum Correlation A | t.mca1 | Risk-Driven | -6.6% | -0.9% | -5.0% | -2.2% | -1.2% | 2.4% | 3.9% | 13.7% | 4.9% | 6.4% | 6.6% | 7.7% | |
| Minimum Correlation B | t.mca2 | Risk-Driven | -4.6% | -0.5% | -4.1% | -2.0% | -1.3% | 2.4% | 7.4% | 15.7% | 6.4% | 7.5% | 7.4% | 8.2% | |
| Minimum Variance B | t.mva2 | Risk-Driven | -9.0% | -0.1% | -4.3% | -1.6% | -0.4% | 3.6% | 0.6% | 12.8% | 5.0% | 6.1% | 6.5% | 8.1% | |
| Minimum Variance C | t.mva3 | Risk-Driven | -7.3% | 2.3% | -2.5% | -0.4% | 0.6% | 4.4% | 3.7% | 15.9% | 7.1% | 8.1% | 8.4% | 9.6% | |
| Min Downside Deviation | t.risd | Risk-Driven | -8.9% | 0.8% | -3.5% | -0.2% | 0.7% | 3.9% | -0.3% | 12.6% | 5.4% | 7.6% | 7.7% | 8.6% | |
| Risk Parity With Cluster | t.rpcl | Risk-Driven | -7.7% | -1.2% | -4.4% | -2.9% | -2.2% | 2.6% | 3.3% | 14.1% | 5.7% | 6.2% | 5.9% | 7.7% | |
| Risk Parity Portfolio B | t.rsop | Risk-Driven | -2.6% | 0.4% | -3.3% | -1.9% | -1.7% | 0.6% | 10.8% | 18.2% | 8.3% | 9.7% | 9.8% | 9.0% | |
| Target Return 12% | t.tret | Risk-Driven | -2.5% | 0.7% | -5.8% | -2.7% | -0.8% | 4.1% | 6.4% | 12.9% | 3.5% | 6.3% | 7.3% | 9.2% | |
| Target Risk 10% | t.tris | Risk-Driven | -1.3% | 2.7% | -1.1% | 0.5% | -0.5% | 3.4% | 7.6% | 14.0% | 7.7% | 8.5% | 6.8% | 8.1% | |
| Maximum Sharpe Portfolio | t.shar | Risk/Reward | 0.2% | 1.8% | -2.8% | 1.7% | 1.3% | 5.3% | 11.8% | 14.0% | 6.1% | 10.3% | 9.1% | 10.4% | |
| Target Return Post-Modern | t.trdd | Target Return | -3.4% | -0.3% | -6.5% | -3.2% | -1.5% | 3.8% | 6.0% | 11.9% | 2.7% | 5.8% | 6.7% | 8.9% | |
| Active Combined Asset | t.acap | Momentum | -7.7% | 1.7% | -3.1% | -3.4% | -1.3% | 2.0% | 4.3% | 17.7% | 6.7% | 6.1% | 7.2% | 7.9% | |
| Quarterly Asset Rotation | t.qaro | Momentum | -11.1% | -2.0% | -4.2% | -1.3% | -2.3% | 1.0% | -3.9% | 12.0% | 5.6% | 6.3% | 4.4% | 5.2% | |
| Defensive Bond | t.dbnd | Momentum | -7.5% | -3.9% | -4.0% | -0.8% | 0.0% | -1.6% | 5.6% | 3.5% | 4.4% | 4.1% | |||
| Dynamic Harry Browne | t.dyhb | Momentum | -4.8% | 1.1% | -2.6% | 0.6% | -0.0% | 3.5% | 2.3% | 9.1% | 3.9% | 5.3% | 3.8% | 6.2% | |