See what your fund actually adds

Twin Oak Active Opportunities ETF TSPX

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

Fund and replication metrics

TSPX compared with its replication portfolio
MeasureTSPXReplication
Annualized growth16.8%15.4%
Annualized volatility10.0%10.4%
Sharpe ratio1.601.44
Maximum drawdown6.4%8.6%
Replication fit (R²)0.95 · Tracking error 2.2%

Replication portfolio

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

TSPX replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth34.7%
EMLCFI · EM Local Currency33.3%
WTMFAlternatives · Mgt Futures14.4%
VOOUS Large Cap9.4%
SCHDFactor · Dividend8.2%