See what your fund actually adds

TFA Quantitative Fund Class I TFAQX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

TFAQX compared with its replication portfolio
MeasureTFAQXReplication
Annualized growth8.2%15.3%
Annualized volatility16.2%17.5%
Sharpe ratio0.570.91
Maximum drawdown27.4%26.4%
Replication fit (R²)0.88 · Tracking error 5.7%

Replication portfolio

The published portfolio below is the investable basket used to model TFAQX’s historical return behavior.

TFAQX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap32.6%
XLKSector · Technology28.5%
MTUMFactor · Momentum15.8%
DBEFIntl · Dev Hedged14.3%
VOXSector · Communication8.9%