Scott Burns Margaritaville vs Time Money Inc Tilt Toward Value Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
December 1994
9.23$
Final Capital
November 2024
7.69%
Yearly Return
10.81
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Time Money Inc Tilt Toward Value Portfolio
1.00$
Initial Capital
December 1994
9.88$
Final Capital
November 2024
7.93%
Yearly Return
9.46
Std Deviation
-34.63%
Max Drawdown
36months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.88$
Final Capital
November 2024
9.23%
Yearly Return
10.93
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Time Money Inc Tilt Toward Value Portfolio
1.00$
Initial Capital
January 1985
31.86$
Final Capital
November 2024
9.06%
Yearly Return
9.37
Std Deviation
-34.63%
Max Drawdown
36months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.69% compound annual return, with a 10.81% standard deviation, in the last 30 Years.

The Time Money Inc Tilt Toward Value Portfolio obtained a 7.93% compound annual return, with a 9.46% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Margaritaville
Scott Burns 		13.31 2.49 7.38 18.19 7.79 6.81 7.69 9.23
Tilt Toward Value
Time Money Inc 		12.94 3.48 9.92 18.93 6.53 6.46 7.93 9.06
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since December 1994, now would be worth 9.23$, with a total return of 822.92% (7.69% annualized).

Time Money Inc Tilt Toward Value Portfolio: an investment of 1$, since December 1994, now would be worth 9.88$, with a total return of 887.61% (7.93% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.88$, with a total return of 3287.70% (9.23% annualized).

Time Money Inc Tilt Toward Value Portfolio: an investment of 1$, since January 1985, now would be worth 31.86$, with a total return of 3086.41% (9.06% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Margaritaville Tilt Toward Value
Author Scott Burns Time Money Inc
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 18.19 18.93
Infl. Adjusted Return (%) 15.04 15.77
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -3.65
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.06 -3.65
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 7.23 8.43
Sharpe Ratio 1.79 1.63
Sortino Ratio 2.19 2.04
Ulcer Index 1.04 1.21
Ratio: Return / Standard Deviation 2.51 2.25
Ratio: Return / Deepest Drawdown 6.26 5.19
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Margaritaville Tilt Toward Value
Author Scott Burns Time Money Inc
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.79 6.53
Infl. Adjusted Return (%) 3.47 2.26
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.45
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -21.96 -20.45
Start to Recovery (months) 27 31
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 12.98 12.41
Sharpe Ratio 0.42 0.34
Sortino Ratio 0.56 0.45
Ulcer Index 7.84 7.92
Ratio: Return / Standard Deviation 0.60 0.53
Ratio: Return / Deepest Drawdown 0.35 0.32
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Margaritaville Tilt Toward Value
Author Scott Burns Time Money Inc
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.81 6.46
Infl. Adjusted Return (%) 3.77 3.42
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.45
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -21.96 -20.45
Start to Recovery (months) 27 31
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 10.80 9.99
Sharpe Ratio 0.49 0.49
Sortino Ratio 0.65 0.65
Ulcer Index 6.09 5.83
Ratio: Return / Standard Deviation 0.63 0.65
Ratio: Return / Deepest Drawdown 0.31 0.32
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Margaritaville Tilt Toward Value
Author Scott Burns Time Money Inc
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.69 7.93
Infl. Adjusted Return (%) 5.04 5.28
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -34.63
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -34.63
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.81 9.46
Sharpe Ratio 0.50 0.60
Sortino Ratio 0.65 0.77
Ulcer Index 8.25 6.32
Ratio: Return / Standard Deviation 0.71 0.84
Ratio: Return / Deepest Drawdown 0.20 0.23
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Margaritaville Tilt Toward Value
Author Scott Burns Time Money Inc
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.23 9.06
Infl. Adjusted Return (%) 6.26 6.10
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -34.63
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -34.63
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.93 9.37
Sharpe Ratio 0.56 0.63
Sortino Ratio 0.74 0.82
Ulcer Index 7.44 5.73
Ratio: Return / Standard Deviation 0.84 0.97
Ratio: Return / Deepest Drawdown 0.24 0.26
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Margaritaville Tilt Toward Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-34.63 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.45 31 Jan 2022
Jul 2024
-14.40 7 Jan 2020
Jul 2020
-13.65 8 Jan 2020
Aug 2020
-12.82 10 May 2011
Feb 2012
-12.06 30 Feb 2001
Jul 2003
-10.48 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.30 5 Jul 1998
Nov 1998
-7.55 7 Sep 2018
Mar 2019

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Margaritaville Tilt Toward Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-34.63 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.45 31 Jan 2022
Jul 2024
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.41 14 Sep 1987
Oct 1988
-14.40 7 Jan 2020
Jul 2020
-13.65 8 Jan 2020
Aug 2020
-12.82 10 May 2011
Feb 2012
-12.06 30 Feb 2001
Jul 2003
-10.60 14 Jan 1990
Feb 1991
-10.48 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Margaritaville Tilt Toward Value
Year Return Drawdown Return Drawdown
2024
 13.31% -2.90% 12.94% -3.65%
2023
 15.17% -7.90% 13.77% -8.14%
2022
 -16.10% -21.96% -15.72% -20.45%
2021
 13.33% -2.96% 13.78% -3.02%
2020
 14.40% -14.40% 9.48% -13.65%
2019
 20.39% -3.64% 19.75% -2.78%
2018
 -6.92% -9.97% -4.70% -7.55%
2017
 17.22% 0.00% 12.64% 0.00%
2016
 7.53% -3.63% 8.44% -2.65%
2015
 -2.03% -8.70% -0.49% -5.68%
2014
 3.95% -3.16% 9.15% -2.45%
2013
 13.25% -4.31% 13.63% -2.68%
2012
 13.94% -5.67% 12.28% -4.20%
2011
 0.08% -12.82% 2.21% -10.48%
2010
 11.85% -8.08% 13.64% -6.76%
2009
 25.18% -13.70% 20.60% -14.20%
2008
 -26.90% -30.74% -20.90% -24.97%
2007
 10.88% -2.84% 4.31% -3.67%
2006
 14.22% -2.59% 15.11% -2.19%
2005
 8.11% -2.37% 6.98% -2.03%
2004
 13.95% -3.39% 13.17% -3.74%
2003
 26.41% -2.95% 22.49% -2.07%
2002
 -6.46% -11.78% -5.34% -10.72%
2001
 -7.87% -14.71% -0.93% -8.48%
2000
 -2.92% -8.17% 3.38% -4.87%
1999
 16.49% -2.94% 10.63% -2.63%
1998
 16.12% -9.72% 11.41% -9.30%
1997
 14.48% -4.68% 15.12% -2.77%
1996
 9.11% -2.95% 13.03% -2.08%
1995
 21.08% -0.70% 21.70% -0.67%
1994
 1.10% -5.54% -0.98% -5.58%
1993
 18.69% -4.43% 15.63% -3.08%
1992
 1.10% -5.71% 7.03% -2.08%
1991
 20.28% -3.87% 23.14% -2.96%
1990
 -7.54% -14.53% -4.76% -10.60%
1989
 19.01% -1.19% 17.35% -1.11%
1988
 16.51% -3.08% 15.07% -1.80%
1987
 10.87% -15.03% 5.60% -14.41%
1986
 31.94% -5.15% 22.92% -3.61%
1985
 35.93% -1.79% 30.01% -1.51%