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Funds (13F)

Tweedy, Browne Co LLC

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

Watch this strategy
Return a year
+7.9%
S&P 500 +14.1%
Last 12 months
+6.1%
S&P 500 +12.1%
Sharpe ratio
0.41
S&P 500 0.78
Biggest drop
−39.7%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$27.4k
Tweedy, Browne Co LLCS&P 500 $10,000 in Tweedy, Browne Co LLC 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 Tweedy, Browne Co LLC'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.

Tweedy, Browne Co LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+7.9%+14.1%
Total return+174%+470%
Last 12 months+6.1%+12.1%
Last 3 months−0.7%—
Last month−1.7%—
This year so far+1.2%—
Volatility a year17.9%16.0%
Sharpe ratio0.410.78
Biggest drop−39.7%−31.8%
Beta to the S&P 5000.921.00
Alpha a year (t-statistic)−4.3% (−1.54)—
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
CNH23.1%——
IONS18.5%——
JNJ5.2%——
GOOGL5.2%——
ALV4.5%——
WFC4.2%——
ZTS4.1%——
NVST3.9%——
TFC2.8%——
UNF2.7%——
AXP2.2%——
BAC2.1%——
VRTX2.0%——
AZO1.8%——
BNY1.5%——
JAZZ1.5%——
USB1.1%——
UNP0.5%——
DIS0.4%——
GSK0.4%——
GL0.4%——
BNS0.4%——
CSCO0.3%——
FDX0.3%——
COP0.3%——
PNC0.3%——
PGR0.3%——
UL0.3%——
GIII0.3%——
HAFN0.3%——
ARW0.3%——
DINO0.3%——
ARLP0.3%——
REZI0.3%——
VSNT0.3%——
ELV0.3%——
EVTC0.3%——
ALSN0.3%——
NTR0.2%——
CROX0.2%——
ALLY0.2%——
BMY0.2%——
CI0.2%——
HTLD0.2%——
WU0.2%——
PSX0.2%——
ABG0.2%——
LULU0.2%——
THO0.2%——
TDW0.2%——
CAG0.2%——
SIRI0.2%——
MTDR0.2%——
UPS0.2%——
GLOB0.2%——
BLDR0.2%——
TAP0.2%——
SHOE0.2%——
HP0.2%——
UNH0.2%——
AAP0.2%——
LKQ0.2%——
CNC0.2%——
LW0.2%——
EFOR0.2%——
BZH0.2%——
DVN0.1%——
KVUE0.1%——
LPG0.1%——
EMR0.1%——
AMN0.1%——
BSM0.1%——
VZ0.1%——
CMCSA0.1%——
HLN0.1%——
OEC0.1%——
FMC0.1%——
BABA0.0%——
FDXF0.0%——
CNXC0.0%——
INTC0.0%——
MICC0.0%——
BAX0.0%——

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+7.9%+14.1%0.410.78−39.7%0.92−4.3% (−1.54)
2018 onwards5 Jan 2018 to 2 Nov 2026+6.4%+13.9%0.270.66−39.7%0.90−5.2% (−1.34)
Last three years3 Nov 2023 to 2 Nov 2026+15.5%+21.8%0.641.16−18.7%0.70+0.3% (0.04)
Last year7 Nov 2025 to 2 Nov 2026+7.9%+14.2%0.290.84−13.2%0.28+2.6% (0.14)
DateCompanyAction
14 Aug 2026ZTSBought
14 Aug 2026THOBought
14 Aug 2026SHOEBought
14 Aug 2026LULUBought
14 Aug 2026INTCBought
14 Aug 2026GLOBBought
14 Aug 2026FDXFBought
14 Aug 2026EVTCBought
14 Aug 2026EFORBought
14 Aug 2026DISBought
14 Aug 2026CSCOBought
14 Aug 2026CAGBought
14 Aug 2026BNSBought
14 Aug 2026BLDRBought
8 May 2026VSNTBought
8 May 2026LKQBought
8 May 2026JAZZBought
8 May 2026CIBought
8 May 2026ALLYBought
8 May 2026ABGBought
6 Feb 2026UNFBought
6 Feb 2026ULBought
6 Feb 2026TAPBought
6 Feb 2026MICCBought
21 Nov 2025WUBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZIONSold
14 Aug 2026TSNSold
14 Aug 2026TRMDSold
14 Aug 2026SNEXSold
14 Aug 2026SFNCSold
14 Aug 2026PSECSold
14 Aug 2026NESold
14 Aug 2026HCISold
14 Aug 2026FIBKSold
14 Aug 2026EPDSold
14 Aug 2026EMBCSold
14 Aug 2026CVSSold
14 Aug 2026BFHSold
14 Aug 2026AGCOSold
8 May 2026OBDCSold
8 May 2026HLFSold
8 May 2026GMSold
8 May 2026CLFSold
8 May 2026CCSISold
8 May 2026ATMUSold
8 May 2026ANSold
8 May 2026ALBSold
6 Feb 2026WTFCSold
6 Feb 2026WMKSold
6 Feb 2026EIGSold

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