OPEN-SOURCE SCRIPT
Multi-Asset: Complete Analysis
Description:
Comprehensive performance analysis tool for comparing multiple assets or custom weighted portfolios against benchmarks. Calculates Sharpe ratios across multiple timeframes (30d, 90d, 180d, 252d), total returns, CAGR, and normalized values starting from $100.
Key Features:
Build custom weighted portfolios (default: 50/30/20 allocation)
Compare against SPY, QQQ, and other benchmarks
Dynamic risk-free rate from ^IRX or manual input
Multi-period Sharpe ratio analysis to validate strategy consistency
Total return and annualized return (CAGR) metrics
All assets normalized to common start date for accurate comparison
Toggle individual assets on/off for cleaner chart viewing
Use Case:
Perfect for evaluating whether your custom portfolio allocation justifies its complexity versus simply buying SPY/QQQ. If your risk-adjusted returns (Sharpe) and absolute returns aren't beating the benchmarks, you're overcomplicating your strategy.
Ideal for: Portfolio managers, factor investors, and anyone building custom allocations who need proof their strategy actually works.
Comprehensive performance analysis tool for comparing multiple assets or custom weighted portfolios against benchmarks. Calculates Sharpe ratios across multiple timeframes (30d, 90d, 180d, 252d), total returns, CAGR, and normalized values starting from $100.
Key Features:
Build custom weighted portfolios (default: 50/30/20 allocation)
Compare against SPY, QQQ, and other benchmarks
Dynamic risk-free rate from ^IRX or manual input
Multi-period Sharpe ratio analysis to validate strategy consistency
Total return and annualized return (CAGR) metrics
All assets normalized to common start date for accurate comparison
Toggle individual assets on/off for cleaner chart viewing
Use Case:
Perfect for evaluating whether your custom portfolio allocation justifies its complexity versus simply buying SPY/QQQ. If your risk-adjusted returns (Sharpe) and absolute returns aren't beating the benchmarks, you're overcomplicating your strategy.
Ideal for: Portfolio managers, factor investors, and anyone building custom allocations who need proof their strategy actually works.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。