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Funds (13F)

TOMS Capital Investment Management LP

Backtest from 15 Feb 2019 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.9%
S&P 500 +15.6%
Last 12 months
−0.8%
S&P 500 +12.1%
Sharpe ratio
0.51
S&P 500 0.73
Biggest drop
−29.5%
S&P 500 −31.8%
$10.0k$20.0k 20192020202120222023202420252026 $30.6k$23.8k
StrategyS&P 500 $10,000 in TOMS Capital Investment Management LP from 15 Feb 2019 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies TOMS Capital Investment Management LP'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.

TOMS Capital Investment Management LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.9%+15.6%
Total return+138%+206%
Last 12 months−0.8%+12.1%
Last 3 months−18.0%—
Last month−20.8%—
This year so far−4.3%—
Volatility a year20.1%18.0%
Sharpe ratio0.510.73
Biggest drop−29.5%−31.8%
Beta to the S&P 5000.821.00
Alpha a year (t-statistic)−0.5% (−0.09)—
Share of weeks up51%—

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
DVN22.8%——
STX9.4%——
RIOT8.7%——
INTC7.9%——
MKSI7.0%——
NVT6.7%——
BRUN6.5%——
UNM6.1%——
VOYA6.1%——
CRBG4.7%——
GDS4.4%——
TTMI4.1%——
AMZN3.4%——
BTDR1.9%——
GLNG0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest15 Feb 2019 to 2 Nov 2026+11.9%+15.6%0.510.73−29.5%0.82−0.5% (−0.09)
Last three years3 Nov 2023 to 2 Nov 2026+17.0%+21.8%0.691.16−22.8%0.96−2.5% (−0.33)
Last year7 Nov 2025 to 2 Nov 2026−1.5%+14.2%−0.160.84−22.8%0.90−12.3% (−0.71)
DateCompanyAction
21 Aug 2026VOYABought
21 Aug 2026UNMBought
21 Aug 2026TTMIBought
21 Aug 2026RIOTBought
21 Aug 2026NVTBought
21 Aug 2026MKSIBought
21 Aug 2026INTCBought
21 Aug 2026GDSBought
21 Aug 2026DVNBought
21 Aug 2026CRBGBought
21 Aug 2026BTDRBought
21 Aug 2026BRUNBought
21 Aug 2026AMZNBought
22 May 2026WABBought
22 May 2026SYYBought
22 May 2026STXBought
22 May 2026GLNGBought
22 May 2026FDXBought
22 May 2026AERBought
20 Feb 2026TGTBought
20 Feb 2026NVDABought
20 Feb 2026METABought
20 Feb 2026KMBBought
20 Feb 2026FWONKBought
20 Feb 2026FRBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WABSold
21 Aug 2026UALSold
21 Aug 2026TSMSold
21 Aug 2026SYYSold
21 Aug 2026NVDASold
21 Aug 2026MSGSSold
21 Aug 2026FWONKSold
21 Aug 2026FRSold
21 Aug 2026FDXSold
21 Aug 2026CRSSold
21 Aug 2026AERSold
22 May 2026UNPSold
22 May 2026TGTSold
22 May 2026METASold
22 May 2026KMBSold
22 May 2026FISSold
22 May 2026APGSold
20 Feb 2026TONXSold
20 Feb 2026KVUESold
20 Feb 2026FICOSold
20 Feb 2026CORZSold
20 Feb 2026BILLSold
21 Nov 2025TICSold
21 Nov 2025SNPSSold
21 Nov 2025RIOTSold

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