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Funds (13F)

TCW Group Inc

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.2%
S&P 500 +14.1%
Last 12 months
+6.7%
S&P 500 +12.1%
Sharpe ratio
0.71
S&P 500 0.78
Biggest drop
−35.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.7k$57.0k
TCW Group IncS&P 500 $10,000 in TCW Group Inc from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies TCW Group Inc's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

TCW Group Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.2%+14.1%
Total return+477%+470%
Last 12 months+6.7%+12.1%
Last 3 months+0.1%—
Last month−5.5%—
This year so far+7.5%—
Volatility a year18.4%16.0%
Sharpe ratio0.710.78
Biggest drop−35.8%−31.8%
Beta to the S&P 5001.121.00
Alpha a year (t-statistic)−0.9% (−0.77)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA8.1%——
AVGO4.3%——
MSFT3.2%——
MU3.1%——
AMZN2.9%——
GE2.4%——
META2.1%——
KLAC2.1%——
PANW2.1%——
ASML2.0%——
ANET2.0%——
ETN1.4%——
V1.4%——
VRT1.4%——
AAPL1.2%——
VG1.2%——
JPM1.2%——
CDNS1.1%——
MA1.1%——
BNY1.1%——
COST1.1%——
WELL1.1%——
IBM1.1%——
CSCO1.0%——
GOOGL1.0%——
MCK0.9%——
AMAT0.9%——
MRVL0.9%——
AME0.9%——
TSM0.8%——
MRK0.8%——
EQH0.8%——
SPOT0.8%——
CSX0.7%——
NOW0.7%——
ISRG0.7%——
JCI0.7%——
ORLY0.7%——
DIS0.7%——
ABBV0.7%——
AMKR0.7%——
LITE0.7%——
ICE0.7%——
GEV0.7%——
INTC0.7%——
KDP0.6%——
UNH0.6%——
PLTR0.6%——
UPS0.6%——
ETR0.6%——
DOCN0.6%——
TSLA0.6%——
CRWD0.6%——
WCN0.6%——
NTAP0.6%——
DD0.6%——
SPGI0.6%——
FCX0.6%——
EQIX0.6%——
POWL0.6%——
ORCL0.6%——
NI0.5%——
SHOP0.5%——
TGT0.5%——
TT0.5%——
PFE0.5%——
APO0.5%——
CAT0.5%——
BKR0.5%——
BSX0.4%——
IDXX0.4%——
AMT0.4%——
TMUS0.4%——
BE0.4%——
AKAM0.4%——
LEN0.4%——
Q0.4%——
APG0.4%——
MS0.4%——
JLL0.3%——
DDOG0.3%——
MSI0.3%——
FTI0.3%——
PWR0.3%——
UNP0.3%——
MIR0.3%——
HPE0.3%——
CGNX0.3%——
RDDT0.3%——
CHD0.3%——
SRE0.3%——
APH0.3%——
NBIS0.3%——
SYM0.3%——
XYL0.3%——
HEI0.3%——
MDT0.2%——
FIX0.2%——
DE0.2%——
AZN0.2%——
CVEO0.2%——
CCJ0.2%——
VST0.2%——
CLS0.2%——
AMD0.2%——
TDS0.2%——
LIN0.2%——
LNG0.2%——
LFUS0.2%——
LLY0.1%——
TDG0.1%——
RSG0.1%——
VBNK0.1%——
FSLR0.1%——
IRM0.1%——
RKLB0.1%——
CHRD0.1%——
JBL0.1%——
CTRI0.1%——
GRAL0.1%——
LION0.1%——
JNJ0.1%——
PRIM0.1%——
LRCX0.1%——
TDY0.1%——
MAA0.1%——
PLAB0.1%——
CHRW0.1%——
BMRN0.1%——
MTZ0.1%——
BPOP0.1%——
AGCO0.1%——
MCHP0.1%——
SBAC0.1%——
AMGN0.1%——
ALGT0.1%——
AVT0.1%——
CVGI0.1%——
PLD0.1%——
AGNC0.1%——
AHRT0.1%——
FAST0.1%——
C0.1%——
EBAY0.1%——
RNR0.1%——
SNDK0.1%——
CNC0.1%——
TNL0.1%——
DLR0.1%——
WMT0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+14.2%+14.1%0.710.78−35.8%1.12−0.9% (−0.77)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.5%+13.9%0.580.66−35.8%1.13−1.3% (−0.75)
Last three years3 Nov 2023 to 2 Nov 2026+22.5%+21.8%1.011.16−20.5%1.18−1.8% (−0.68)
Last year7 Nov 2025 to 2 Nov 2026+9.5%+14.2%0.410.84−10.5%1.19−5.6% (−1.02)
DateCompanyAction
7 Aug 2026YSSBought
7 Aug 2026VISNBought
7 Aug 2026TEAMBought
7 Aug 2026STRLBought
7 Aug 2026SMCIBought
7 Aug 2026RPRXBought
7 Aug 2026ROIVBought
7 Aug 2026PLBought
7 Aug 2026OSPNBought
7 Aug 2026NXTBought
7 Aug 2026NVTBought
7 Aug 2026NVSTBought
7 Aug 2026MTSIBought
7 Aug 2026LFUSBought
7 Aug 2026LASRBought
7 Aug 2026IONQBought
7 Aug 2026INIOBought
7 Aug 2026IIPRBought
7 Aug 2026HXLBought
7 Aug 2026HONBought
7 Aug 2026GENBought
7 Aug 2026FNBought
7 Aug 2026FLYBought
7 Aug 2026ELANBought
7 Aug 2026DDBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026TRMBSold
7 Aug 2026TEVASold
7 Aug 2026RCSold
7 Aug 2026OPYSold
7 Aug 2026MKCSold
7 Aug 2026LULUSold
7 Aug 2026HUBSSold
7 Aug 2026HSICSold
7 Aug 2026EGSold
7 Aug 2026CSGPSold
7 Aug 2026CPSold
7 Aug 2026COOSold
7 Aug 2026CLXSold
7 Aug 2026CHTRSold
7 Aug 2026AVYSold
15 May 2026TTDSold
15 May 2026TRTXSold
15 May 2026TLNSold
15 May 2026TEAMSold
15 May 2026SMCISold
15 May 2026RHSold
15 May 2026PINSSold
15 May 2026OKTASold
15 May 2026NXRTSold
15 May 2026NTNXSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest