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Portfolio Simulator: Backtest Strategies, Run What-If Scenarios & Stress Test Your Portfolio

Backtest DCA strategies over 30 years, simulate what-if scenarios, and stress test against 5 historical crises. CAGR, Sharpe ratio, and max drawdown included.

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"What If I Had Invested Differently?"

Every investor has wondered: what if I had started earlier? What if I had put more into that ETF? What if I had diversified differently? Hindsight is 20/20, but you don't need a time machine to learn from the past. trefolio's portfolio simulator lets you backtest strategies, run what-if scenarios, and stress test your portfolio against real historical crises — all with a few clicks.

Three Modes, One Tool

1. Historical Backtesting

Backtest dollar-cost averaging (DCA) strategies over up to 30 years. Pick a ticker (e.g., S&P 500 ETF, Euro Stoxx 50), set your monthly contribution, choose your start date, and see how your portfolio would have grown. trefolio calculates CAGR, Sharpe ratio, max drawdown, and total dividend income over the period. No coding required — just configure and run.

2. What-If Scenarios

What if you had allocated 50% to tech instead of 20%? What if you had held more cash during the 2022 rate hike? trefolio's what-if mode lets you adjust sector weights, add or remove positions, and see how your portfolio would have performed. Sector concentration analysis helps you understand diversification impact before you make changes.

3. Crisis Stress Testing

How would your portfolio have held up during the 2008 financial crisis? COVID-19? The dot-com crash? trefolio stress tests against 5 historical crises:

  • 2008 Global Financial Crisis — Lehman collapse, bank failures, market crash
  • COVID-19 (2020) — rapid sell-off and V-shaped recovery
  • Dot-Com Bubble (2000–2002) — tech collapse and prolonged bear market
  • 2022 Rate Hike — inflation shock and bond/equity drawdowns
  • Euro Debt Crisis (2011–2012) — sovereign stress and European equity sell-off

See your max drawdown, recovery time, and how your allocation would have fared. Knowledge is power — and preparation.

Metrics You Get

  • CAGR (Compound Annual Growth Rate) — your annualized return over the period
  • Sharpe ratio — risk-adjusted return (higher is better)
  • Max drawdown — largest peak-to-trough decline
  • Dividend income — total dividends received over the backtest period

trefolio Tools page with Portfolio Simulator

Step-by-Step: Running Your First Backtest

  1. Go to Tools → Portfolio Simulator in trefolio.
  2. Choose Historical Backtest, What-If, or Stress Test.
  3. For backtest: select ticker, monthly amount, start date, and run.
  4. For what-if: adjust your portfolio weights and compare results.
  5. For stress test: select a crisis and see your portfolio's hypothetical performance.

Get Started

Create a free trefolio account — no credit card required. The portfolio simulator is available on the free Folio tier. Run backtests, what-if scenarios, and stress tests with your real portfolio data. Upgrade to Trefolio for unlimited simulations and advanced analytics.