TCI Fund Management Limited 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by GE (General Electric Company) 30.60%, V 20.34%, and MSFT (Microsoft Corporation) 16.97%, with sector exposure of Financials 47.45%, Industrials 30.60%, and Information Technology 16.97%. The baseline metrics show return 16.42%, alpha 3.20%, beta 0.97, Sharpe 0.84, Sortino 1.10, and max drawdown -34.39%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
The strongest recent period was 2024-09-30 (9.53% strategy return, 2.76% benchmark, 6.77% excess, 6.86% turnover), while the weakest was 2025-12-31 (0.81% strategy return, 9.57% benchmark, -8.76% excess, 9.56% turnover). Those periods should be read alongside baseline metrics of return 16.42%, alpha 3.20%, beta 0.97, Sharpe 0.84, Sortino 1.10, and max drawdown -34.39% to judge whether returns came from persistent exposure or a narrow timing window.
Concentration is the first item to inspect: top 5 95.02%, top 10 100.00%, top 20 100.00%. The largest names are GE (General Electric Company) 30.60%, V 20.34%, MSFT (Microsoft Corporation) 16.97%, MCO (Moody's Corporation) 14.22%, and SPGI (S&P Global Inc.) 12.89%, and the largest sector exposures are Financials 47.45%, Industrials 30.60%, and Information Technology 16.97%. If those exposures reverse, baseline performance can diverge sharply from a broad index.