Period: January 1927 - August 2024 (~98 years)
Consolidated Returns as of 31 August 2024
Live Update: Sep 16 2024, 03:00PM Eastern Time
Rebalancing: at every Jan 1st
Currency: USD
1.00$
Initial Capital
September 1994
9.80$
Final Capital
August 2024
7.91%
Yearly Return
7.78
Std Deviation
-17.79%
Max Drawdown
30 months
Recovery Period
1.00$
Initial Capital
January 1927
2689.95$
Final Capital
August 2024
8.42%
Yearly Return
8.82
Std Deviation
-48.31%
Max Drawdown
70 months
Recovery Period
Live update: September 2024 (USD)
0.32%
1 day - Sep 16 2024, 03:00PM Eastern Time
1.63%
Month - September 2024
The Tyler Golden Butterfly Portfolio can be implemented with 5 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.
The asset allocation is the following: 40% on the Stock Market, 40% on Fixed Income, 20% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 40% allocation to bonds, leading to its classification as high risk.
As of August 2024, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.91% compound annual return, with a 7.78% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
Table of contents
The first official book of 
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Asset Allocation and ETFs
The Tyler Golden Butterfly Portfolio has the following asset allocation:
40% Stocks
40% Fixed Income
20% Commodities
Loading data
Please wait
The Tyler Golden Butterfly Portfolio can be implemented with the following ETFs:
| Weight (%) | ETF Ticker | ETF Currency | ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 20.00 | IJS | USD | Equity, U.S., Small Cap, Value (USD) | |
| 20.00 | VTI | USD | Vanguard Total Stock Market | Equity, U.S., Large Cap (USD) |
| 20.00 | SHY | USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term (USD) |
| 20.00 | TLT | USD | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term (USD) |
| 20.00 | GLD | USD | SPDR Gold Trust | Commodity, Gold (USD) |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Ready to invest smarter?
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy
Portfolio and ETF Returns as of Aug 31, 2024
The Tyler Golden Butterfly Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
- the actual US Inflation rates.
September 2024 return is calculated on the hypothesis of a newly built portfolio, with the original asset allocation.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Time Period: 1 January 1927 - 31 August 2024 (~98 years)
Live Update: Sep 16 2024, 03:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Aug 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Sep 2024 | YTD (8M) | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~98Y) | |||
| Tyler Golden Butterfly Portfolio | 0.32 | 1.63 | 9.43 | 1.19 | 9.92 | 15.61 | 6.43 | 6.03 | 7.91 | 8.42 | |||
| US Inflation Adjusted return | 7.56 | 1.00 | 8.85 | 12.69 | 2.17 | 3.11 | 5.26 | 5.28 | |||||
| Components | |||||||||||||
IJS | USD | 0.61 | 02:57PM, Sep 16 2024 | -0.83 | 4.93 | -1.38 | 8.41 | 13.83 | 10.21 | 8.13 | 10.46 | 12.80 | |
VTI | USD | Vanguard Total Stock Market | 0.18 | 03:00PM, Sep 16 2024 | -0.24 | 18.18 | 2.13 | 10.99 | 26.19 | 15.12 | 12.32 | 10.53 | 10.19 |
SHY | USD | iShares 1-3 Year Treasury Bond | 0.07 | 03:00PM, Sep 16 2024 | 0.84 | 3.20 | 0.89 | 3.27 | 5.70 | 1.13 | 1.17 | 3.13 | 4.26 |
TLT | USD | iShares 20+ Year Treasury Bond | 0.81 | 03:00PM, Sep 16 2024 | 5.25 | -0.14 | 2.11 | 4.51 | 3.82 | -5.94 | 0.34 | 5.41 | 5.00 |
GLD | USD | SPDR Gold Trust | -0.07 | 02:59PM, Sep 16 2024 | 3.12 | 20.99 | 2.09 | 22.18 | 28.48 | 9.98 | 6.44 | 6.13 | 4.94 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| US Inflation is updated to Aug 2024. Inflation (annualized) is 1Y: 2.59% , 5Y: 4.17% , 10Y: 2.84% , 30Y: 2.52% | |||||||||||||
In 2023, the Tyler Golden Butterfly Portfolio granted a 1.98% dividend yield. If you are interested in getting periodic income, please refer to the Tyler Golden Butterfly Portfolio: Dividend Yield page.
Looking for more portfolios? Choose Your Currency and Explore!
USD
CAD
EUR
Discover a wide range of portfolios in various currencies
Capital Growth as of Aug 31, 2024
An investment of 1$, from September 1994 to August 2024, would be worth 9.80$, with a total return of 880.10% (7.91% annualized).
The Inflation Adjusted Capital would be 4.65$, with a net total return of 364.90% (5.26% annualized).
Loading data
Please wait
An investment of 1$, from January 1927 to August 2024, would be worth 2689.95$, with a total return of 268894.90% (8.42% annualized).
The Inflation Adjusted Capital would be 151.64$, with a net total return of 15063.73% (5.28% annualized).
Loading data
Please wait
Portfolio Metrics as of Aug 31, 2024
Metrics of Tyler Golden Butterfly Portfolio, updated as of 31 August 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
- the actual US Inflation rates.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Advanced Metrics
Time Period: 1 January 1927 - 31 August 2024 (~98 years)
Swipe left to see all data
| Metrics as of Aug 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| YTD (8M) | 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~98Y) | |
| Investment Return (%) | 9.43 | 1.19 | 6.48 | 9.92 | 15.61 | 2.58 | 6.43 | 6.03 | 7.60 | 7.91 | 8.42 |
| Growth of 1$ | 1.09 | 1.01 | 1.06 | 1.10 | 1.16 | 1.08 | 1.37 | 1.80 | 4.33 | 9.80 | 2.7K |
| Infl. Adjusted Return (%) | 7.56 | 1.00 | 6.18 | 8.85 | 12.69 | -2.14 | 2.17 | 3.11 | 4.91 | 5.26 | 5.28 |
| US Inflation (%) | 1.74 | 0.19 | 0.29 | 0.99 | 2.59 | 4.81 | 4.17 | 2.84 | 2.57 | 2.52 | 2.99 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -5.99 | -17.79 | -17.79 | -17.79 | -17.79 | -17.79 | -48.31 | |||
| Start to Recovery (# months) | 4 | 30 | 30 | 30 | 30 | 30 | 70 | ||||
| Start (yyyy mm) | 2023 09 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | ||||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 9 | 9 | 33 | ||||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | ||||
| Bottom to End (# months) | 2 | 21 | 21 | 21 | 21 | 21 | 37 | ||||
| End (yyyy mm) | 2023 12 | 2024 06 | 2024 06 | 2024 06 | 2024 06 | 2024 06 | 1935 06 | ||||
| Longest Drawdown Depth (%) | same | same | same | same | same | same | -23.45 | ||||
| Start to Recovery (# months) | 71 | ||||||||||
| Start (yyyy mm) | 2023 09 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1937 03 | ||||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 9 | 9 | 13 | ||||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1938 03 | ||||
| Bottom to End (# months) | 2 | 21 | 21 | 21 | 21 | 21 | 58 | ||||
| End (yyyy mm) | 2023 12 | 2024 06 | 2024 06 | 2024 06 | 2024 06 | 2024 06 | 1943 01 | ||||
| Longest negative period (# months) | 4 | 32 | 39 | 39 | 39 | 39 | 74 | ||||
| Start (yyyy mm) | 2024 01 | 2021 09 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1927 01 | ||||
| End (yyyy mm) | 2024 04 | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1933 02 | ||||
| Annualized Return (%) | -0.32 | -0.56 | -0.11 | -0.11 | -0.11 | -0.11 | -0.28 | ||||
| Deepest Drawdown Depth (%) | -6.74 | -6.40 | -23.08 | -23.47 | -23.47 | -23.47 | -23.47 | -34.73 | |||
| Start to Recovery (# months) | 39* | 4 | 36* | 39* | 39* | 39* | 39* | 44 | |||
| Start (yyyy mm) | 2023 09 | 2021 09 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1929 09 | ||||
| Start to Bottom (# months) | 2 | 13 | 16 | 16 | 16 | 16 | 33 | ||||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | ||||
| Bottom to End (# months) | 2 | 23 | 23 | 23 | 23 | 23 | 11 | ||||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | 1933 04 | ||||
| Longest Drawdown Depth (%) | same | same | same | same | same | same | -27.60 | ||||
| Start to Recovery (# months) | 96 | ||||||||||
| Start (yyyy mm) | 2023 09 | 2021 09 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1946 06 | ||||
| Start to Bottom (# months) | 2 | 13 | 16 | 16 | 16 | 16 | 21 | ||||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1948 02 | ||||
| Bottom to End (# months) | 2 | 23 | 23 | 23 | 23 | 23 | 75 | ||||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | 1954 05 | ||||
| Longest negative period (# months) | 4 | 36* | 52 | 71 | 71 | 71 | 151 | ||||
| Start (yyyy mm) | 2024 01 | 2021 09 | 2020 01 | 2017 12 | 2017 12 | 2017 12 | 1936 12 | ||||
| End (yyyy mm) | 2024 04 | 2024 08 | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 1949 06 | ||||
| Annualized Return (%) | -4.52 | -2.14 | -0.07 | -0.18 | -0.18 | -0.18 | -0.01 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 11.47 | 11.47 | 10.33 | 8.53 | 8.16 | 7.78 | 8.82 | ||||
| Sharpe Ratio | 0.90 | -0.06 | 0.42 | 0.54 | 0.75 | 0.72 | 0.58 | ||||
| Sortino Ratio | 1.24 | -0.09 | 0.58 | 0.75 | 1.02 | 0.97 | 0.81 | ||||
| Ulcer Index | 2.31 | 8.19 | 6.47 | 4.90 | 4.10 | 3.58 | 6.92 | ||||
| Ratio: Return / Standard Deviation | 1.36 | 0.22 | 0.62 | 0.71 | 0.93 | 1.02 | 0.95 | ||||
| Ratio: Return / Deepest Drawdown | 2.61 | 0.14 | 0.36 | 0.34 | 0.43 | 0.44 | 0.17 | ||||
| Positive Months (%) | 66.66 | 52.77 | 61.66 | 63.33 | 65.41 | 66.11 | 65.10 | ||||
| Positive Months | 8 | 19 | 37 | 76 | 157 | 238 | 763 | ||||
| Negative Months | 4 | 17 | 23 | 44 | 83 | 122 | 409 | ||||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 6.03 | 9.19 | 10.44 | 17.05 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.68 | 4.68 | 2.31 | ||||||||
| Best 10 Years Return (%) - Annualized | 3.11 | 7.18 | 7.89 | 9.91 | |||||||
| Worst 10 Years Return (%) - Annualized | 1.87 | 1.87 | 0.35 | ||||||||
TIMEFRAMES Inflation Adjusted: Inflation Adjusted: | 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Aug 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 26.55 | 17.94 | 13.45 | 10.44 | 9.09 | 7.91 | |||||
| Worst Rolling Return (%) - Annualized | -14.81 | 0.58 | 3.16 | 4.68 | 6.85 | ||||||
| Positive Periods (%) | 88.8 | 100.0 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 24.39 | 15.18 | 11.16 | 7.89 | 6.69 | 5.26 | |||||
| Worst Rolling Return (%) - Annualized | -20.83 | -4.79 | -0.14 | 1.87 | 4.16 | ||||||
| Positive Periods (%) | 84.2 | 91.6 | 99.6 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 3.03 | 4.42 | 5.09 | 5.99 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 3.97 | 6.03 | 7.37 | 10.44 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 4.57 | 7.07 | 8.84 | 14.29 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 5.54 | 8.76 | 11.22 | 14.58 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 87.72 | 28.85 | 20.24 | 11.55 | 7.36 | 7.12 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 2.05 | 4.60 | 5.59 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1927 - Aug 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 72.34 | 24.69 | 20.88 | 17.05 | 13.89 | 12.46 | |||||
| Worst Rolling Return (%) - Annualized | -32.17 | -17.91 | -6.33 | 2.31 | 4.53 | 5.91 | |||||
| Positive Periods (%) | 82.9 | 95.6 | 97.1 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 84.55 | 24.38 | 19.68 | 9.91 | 7.73 | 7.37 | |||||
| Worst Rolling Return (%) - Annualized | -24.69 | -11.40 | -4.33 | 0.35 | 2.36 | 3.19 | |||||
| Positive Periods (%) | 73.9 | 88.0 | 95.7 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 3.48 | 5.13 | 6.01 | 7.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 4.54 | 6.96 | 8.60 | 14.51 | 15.61 | 5.16 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 5.21 | 8.13 | 10.26 | 18.36 | 38.81 | 16.04 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 6.32 | 10.05 | 12.96 | 24.33 | 48.69 | 24.34 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 84.48 | 26.30 | 16.08 | 8.78 | 5.31 | 4.23 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 0.35 | 1.98 | 2.60 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
- Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation. - Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
Talking about withdrawal rates, how would you manage your early retirement with the Tyler Golden Butterfly Portfolio? Read more here
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
Portfolio Components Correlation
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 August 2024
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Terms and Definitions
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Time Period: 1 September 1994 - 31 August 2024 (30 Years)
Time Period: 1 January 1927 - 31 August 2024 (~98 years)
Inflation Adjusted:
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Rolling Returns
For a detailed rolling return analysis, click here
Tyler Golden Butterfly Portfolio: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 September 1994 - 31 August 2024 (30 Years)
Time Period: 1 January 1927 - 31 August 2024 (~98 years)
Inflation Adjusted:
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Tyler Golden Butterfly Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1927 to August 2024.
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Tyler Golden Butterfly Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Monthly Returns Distribution
Time Period: 1 September 1994 - 31 August 2024 (30 Years)
Time Period: 1 January 1927 - 31 August 2024 (~98 years)
238 Positive Months (66%) - 122 Negative Months (34%)
763 Positive Months (65%) - 409 Negative Months (35%)
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)
Loading data
Please wait
Methodology
Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- iShares S&P Small-Cap 600 Value (IJS), up to December 2000
- Vanguard Total Stock Market (VTI), up to December 2001
- iShares 1-3 Year Treasury Bond (SHY), up to December 2002
- iShares 20+ Year Treasury Bond (TLT), up to December 2002
- SPDR Gold Trust (GLD), up to December 2004
Portfolio efficiency
No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
Loading data
Please wait
In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
Swipe left to see all data
Loading data
Please wait
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
Loading data
Please wait
...
