Time Money Inc Simple and Cheap Portfolio vs David Swensen Yale Endowment Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - April 2025 (~40 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Time Money Inc Simple and Cheap Portfolio
1.00$
Initial Capital
May 1995
8.46$
Final Capital
April 2025
7.38%
Yearly Return
9.47%
Std Deviation
-34.84%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
May 1995
4.02$
Final Capital
April 2025
4.75%
Yearly Return
9.47%
Std Deviation
-35.91%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
29.39$
Final Capital
April 2025
8.74%
Yearly Return
9.36%
Std Deviation
-34.84%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
9.70$
Final Capital
April 2025
5.80%
Yearly Return
9.36%
Std Deviation
-35.91%
Max Drawdown
40months
Recovery Period
David Swensen Yale Endowment Portfolio
1.00$
Initial Capital
May 1995
10.38$
Final Capital
April 2025
8.11%
Yearly Return
10.86%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Initial Capital
May 1995
4.93$
Final Capital
April 2025
5.46%
Yearly Return
10.86%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period
1.00$
Initial Capital
January 1985
37.66$
Final Capital
April 2025
9.41%
Yearly Return
10.70%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Initial Capital
January 1985
12.43$
Final Capital
April 2025
6.45%
Yearly Return
10.70%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

As of April 2025, in the previous 30 Years, the Time Money Inc Simple and Cheap Portfolio obtained a 7.38% compound annual return, with a 9.47% standard deviation. It suffered a maximum drawdown of -34.84% that required 36 months to be recovered.

As of April 2025, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 8.11% compound annual return, with a 10.86% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Time Money Inc Simple and Cheap Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
20.00
VEU
Vanguard FTSE All-World ex-US
10.00
VNQ
Vanguard Real Estate
30.00
BND
Vanguard Total Bond Market
10.00
BNDX
Vanguard Total International Bond
David Swensen Yale Endowment Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
15.00
VEA
Vanguard FTSE Developed Markets
5.00
EEM
iShares MSCI Emerging Markets
15.00
IEI
iShares 3-7 Year Treasury Bond
15.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 30 April 2025 (~40 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_money_inc.webp Simple and Cheap
Time Money Inc 		1.26 0.42 1.27 10.87 7.23 5.90 7.38 8.74
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		1.56 0.16 0.91 11.72 8.28 6.30 8.11 9.41
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Time Money Inc Simple and Cheap Portfolio: an investment of 1$, since May 1995, now would be worth 8.46$, with a total return of 746.27% (7.38% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since May 1995, now would be worth 10.38$, with a total return of 937.55% (8.11% annualized).


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Time Money Inc Simple and Cheap Portfolio: an investment of 1$, since January 1985, now would be worth 29.39$, with a total return of 2839.38% (8.74% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since January 1985, now would be worth 37.66$, with a total return of 3666.28% (9.41% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)
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Simple and Cheap Yale Endowment
Author Time Money Inc David Swensen
ASSET ALLOCATION
Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.87 11.72
Infl. Adjusted Return (%) 8.62 9.45
DRAWDOWN
Deepest Drawdown Depth (%) -2.91 -3.63
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -2.91 -3.63
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 7* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.12 7.99
Sharpe Ratio 0.85 0.87
Sortino Ratio 1.06 1.07
Ulcer Index 1.30 1.54
Ratio: Return / Standard Deviation 1.53 1.47
Ratio: Return / Deepest Drawdown 3.73 3.23
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Simple and Cheap Yale Endowment
Author Time Money Inc David Swensen
ASSET ALLOCATION
Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.23 8.28
Infl. Adjusted Return (%) 2.58 3.58
DRAWDOWN
Deepest Drawdown Depth (%) -21.27 -22.63
Start to Recovery (months) 31 31
Longest Drawdown Depth (%) -21.27 -22.63
Start to Recovery (months) 31 31
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 11.08 12.28
Sharpe Ratio 0.42 0.47
Sortino Ratio 0.57 0.63
Ulcer Index 8.05 8.66
Ratio: Return / Standard Deviation 0.65 0.67
Ratio: Return / Deepest Drawdown 0.34 0.37
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Simple and Cheap Yale Endowment
Author Time Money Inc David Swensen
ASSET ALLOCATION
Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.90 6.30
Infl. Adjusted Return (%) 2.75 3.13
DRAWDOWN
Deepest Drawdown Depth (%) -21.27 -22.63
Start to Recovery (months) 31 31
Longest Drawdown Depth (%) -21.27 -22.63
Start to Recovery (months) 31 31
Longest Negative Period (months) 35 34
RISK INDICATORS
Standard Deviation (%) 9.97 11.14
Sharpe Ratio 0.42 0.41
Sortino Ratio 0.56 0.54
Ulcer Index 6.10 6.62
Ratio: Return / Standard Deviation 0.59 0.57
Ratio: Return / Deepest Drawdown 0.28 0.28
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Simple and Cheap Yale Endowment
Author Time Money Inc David Swensen
ASSET ALLOCATION
Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.38 8.11
Infl. Adjusted Return (%) 4.75 5.46
DRAWDOWN
Deepest Drawdown Depth (%) -34.84 -40.68
Start to Recovery (months) 36 38
Longest Drawdown Depth (%) -14.17 -40.68
Start to Recovery (months) 37 38
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 9.47 10.86
Sharpe Ratio 0.54 0.54
Sortino Ratio 0.70 0.69
Ulcer Index 6.63 7.44
Ratio: Return / Standard Deviation 0.78 0.75
Ratio: Return / Deepest Drawdown 0.21 0.20
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Simple and Cheap Yale Endowment
Author Time Money Inc David Swensen
ASSET ALLOCATION
Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.74 9.41
Infl. Adjusted Return (%) 5.80 6.45
DRAWDOWN
Deepest Drawdown Depth (%) -34.84 -40.68
Start to Recovery (months) 36 38
Longest Drawdown Depth (%) -14.17 -40.68
Start to Recovery (months) 37 38
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 9.36 10.70
Sharpe Ratio 0.60 0.58
Sortino Ratio 0.78 0.76
Ulcer Index 5.95 6.73
Ratio: Return / Standard Deviation 0.93 0.88
Ratio: Return / Deepest Drawdown 0.25 0.23
Metrics calculated over the period 1 January 1985 - 30 April 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1985 - 30 April 2025 (~40 years)

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Simple and Cheap Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.68 38 Nov 2007
Dec 2010
-34.84 36 Nov 2007
Oct 2010
-22.63 31 Jan 2022
Jul 2024
-21.27 31 Jan 2022
Jul 2024
-14.79 7 Feb 2020
Aug 2020
-14.17 37 Sep 2000
Sep 2003
-12.92 6 Feb 2020
Jul 2020
-12.17 10 May 2011
Feb 2012
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003
-10.59 10 May 2011
Feb 2012
-8.77 5 Jul 1998
Nov 1998
-8.41 7 Sep 2018
Mar 2019
-7.07 7 Sep 2018
Mar 2019
-6.50 15 Mar 2015
May 2016

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Simple and Cheap Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.68 38 Nov 2007
Dec 2010
-34.84 36 Nov 2007
Oct 2010
-22.63 31 Jan 2022
Jul 2024
-21.27 31 Jan 2022
Jul 2024
-16.20 16 Sep 1987
Dec 1988
-14.79 7 Feb 2020
Aug 2020
-14.17 37 Sep 2000
Sep 2003
-13.73 14 Sep 1987
Oct 1988
-12.92 6 Feb 2020
Jul 2020
-12.63 14 Jan 1990
Feb 1991
-12.17 10 May 2011
Feb 2012
-10.97 14 Jan 1990
Feb 1991
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003
-10.59 10 May 2011
Feb 2012

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 April 2025 (~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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Simple and Cheap Yale Endowment
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 1.26 -2.02 1.56 -2.00
2024
 9.51 -3.47 9.42 -3.92
2023
 14.67 -7.90 14.45 -8.62
2022
 -16.81 -21.27 -17.82 -22.63
2021
 12.62 -3.15 17.84 -3.58
2020
 10.84 -12.92 10.35 -14.79
2019
 19.89 -2.55 21.39 -2.68
2018
 -4.76 -7.07 -5.76 -8.41
2017
 13.64 0.00 13.79 0.00
2016
 6.91 -2.80 7.40 -3.21
2015
 -0.32 -5.87 -0.29 -6.50
2014
 8.51 -2.44 9.76 -3.40
2013
 12.39 -3.27 12.04 -4.27
2012
 12.38 -4.43 13.44 -4.70
2011
 1.58 -10.59 2.46 -12.17
2010
 13.14 -6.53 14.85 -7.93
2009
 21.82 -13.72 23.34 -16.98
2008
 -21.66 -25.74 -25.11 -30.37
2007
 5.64 -3.59 4.93 -4.58
2006
 15.14 -2.22 17.78 -2.66
2005
 7.42 -2.01 8.67 -2.69
2004
 12.96 -3.71 16.01 -5.84
2003
 22.44 -1.93 26.59 -1.98
2002
 -5.38 -10.35 -3.49 -9.34
2001
 -2.47 -9.21 -1.98 -9.29
2000
 0.68 -5.75 3.33 -5.76
1999
 12.52 -2.40 13.91 -2.69
1998
 12.75 -8.77 8.26 -10.97
1997
 13.37 -3.29 15.25 -3.44
1996
 12.15 -1.99 15.04 -2.41
1995
 20.32 -0.55 20.31 -1.03
1994
 -0.47 -5.25 -2.86 -8.21
1993
 15.69 -3.45 20.71 -3.68
1992
 4.56 -3.42 5.36 -3.21
1991
 21.90 -3.08 29.05 -3.46
1990
 -5.00 -10.97 -6.06 -12.63
1989
 17.09 -0.98 21.59 -1.39
1988
 14.76 -2.06 15.34 -2.25
1987
 7.32 -13.73 2.49 -16.20
1986
 25.13 -3.49 23.31 -3.94
1985
 30.58 -1.41 30.22 -1.80
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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