When holding the 10-year Treasury Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~155 years), the longest duration with a negative return was 126 months (from May 2013 to October 2023).
This indicates that, within the same timeframe, any rolling period of 127 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
10-year Treasury Portfolio: ETF allocation and returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of Aug 31, 2025, the annualized return of the previous 10 years has been 1.11%.
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.
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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-16.44%
Nov 2021 - Oct 2022 |
+3.91% |
+44.35%
Apr 1985 - Mar 1986 |
18.81%
347 out of 1845 |
-22.45%
Nov 2021 - Oct 2022 |
+2.29% |
+41.30%
Apr 1985 - Mar 1986 |
36.96%
682 out of 1845 |
-10.33%
Nov 2020 - Oct 2022 |
+3.67% |
+34.91%
Jul 1984 - Jun 1986 |
10.15%
186 out of 1833 |
-16.18%
Nov 2020 - Oct 2022 |
+2.50% |
+31.35%
Jul 1984 - Jun 1986 |
32.24%
591 out of 1833 |
-7.79%
Nov 2020 - Oct 2023 |
+3.83% |
+23.66%
Sep 1983 - Aug 1986 |
6.92%
126 out of 1821 |
-13.92%
Feb 1917 - Jan 1920 |
+2.40% |
+19.98%
Sep 1983 - Aug 1986 |
29.82%
543 out of 1821 |
-5.23%
May 2020 - Apr 2024 |
+3.99% |
+23.99%
Jul 1982 - Jun 1986 |
3.54%
64 out of 1809 |
-14.55%
Jun 1916 - May 1920 |
+2.18% |
+20.31%
Jul 1982 - Jun 1986 |
30.29%
548 out of 1809 |
-2.85%
Jun 2020 - May 2025 |
+4.12% |
+23.75%
Sep 1981 - Aug 1986 |
1.95%
35 out of 1797 |
-12.17%
Jul 1915 - Jun 1920 |
+2.44% |
+19.55%
Sep 1981 - Aug 1986 |
31.55%
567 out of 1797 |
-1.04%
Nov 2017 - Oct 2023 |
+4.08% |
+19.12%
Mar 1981 - Feb 1987 |
0.73%
13 out of 1785 |
-10.07%
Jul 1914 - Jun 1920 |
+2.55% |
+14.46%
Mar 1981 - Feb 1987 |
32.32%
577 out of 1785 |
-1.15%
Nov 2016 - Oct 2023 |
+4.04% |
+17.44%
Mar 1980 - Feb 1987 |
0.56%
10 out of 1773 |
-8.73%
Jun 1913 - May 1920 |
+2.32% |
+13.13%
Oct 1981 - Sep 1988 |
29.72%
527 out of 1773 |
-0.44%
Nov 2015 - Oct 2023 |
+4.07% |
+16.72%
Oct 1981 - Sep 1989 |
0.45%
8 out of 1761 |
-7.50%
Jul 1912 - Jun 1920 |
+2.13% |
+12.52%
Oct 1981 - Sep 1989 |
31.01%
546 out of 1761 |
+0.03%
Nov 2014 - Oct 2023 |
+4.11% |
+15.36%
Oct 1981 - Sep 1990 |
0.00%
0 out of 1749 |
-7.33%
Jul 1911 - Jun 1920 |
+2.04% |
+10.93%
Oct 1981 - Sep 1990 |
31.39%
549 out of 1749 |
+0.28%
Feb 2015 - Jan 2025 |
+4.16% |
+15.70%
Oct 1981 - Sep 1991 |
0.00%
0 out of 1737 |
-5.68%
Oct 1971 - Sep 1981 |
+2.38% |
+11.31%
Oct 1981 - Sep 1991 |
33.28%
578 out of 1737 |
+0.11%
Nov 2012 - Oct 2023 |
+4.21% |
+15.73%
Oct 1981 - Sep 1992 |
0.00%
0 out of 1725 |
-5.29%
Jun 1909 - May 1920 |
+2.58% |
+11.43%
Oct 1981 - Sep 1992 |
32.17%
555 out of 1725 |
+0.52%
Nov 1945 - Oct 1957 |
+4.20% |
+15.60%
Oct 1981 - Sep 1993 |
0.00%
0 out of 1713 |
-5.33%
Jul 1908 - Jun 1920 |
+2.62% |
+11.41%
Oct 1981 - Sep 1993 |
32.69%
560 out of 1713 |
+0.74%
Feb 1947 - Jan 1960 |
+4.14% |
+13.89%
Mar 1980 - Feb 1993 |
0.00%
0 out of 1701 |
-4.68%
Jun 1907 - May 1920 |
+2.57% |
+9.56%
Jul 1920 - Jun 1933 |
31.80%
541 out of 1701 |
+0.68%
Oct 1945 - Sep 1959 |
+4.08% |
+13.85%
Oct 1981 - Sep 1995 |
0.00%
0 out of 1689 |
-4.84%
Aug 1906 - Jul 1920 |
+2.40% |
+9.87%
Oct 1981 - Sep 1995 |
31.38%
530 out of 1689 |
+0.98%
Feb 1945 - Jan 1960 |
+4.02% |
+13.03%
Oct 1981 - Sep 1996 |
0.00%
0 out of 1677 |
-4.52%
Jul 1905 - Jun 1920 |
+2.24% |
+9.13%
Oct 1981 - Sep 1996 |
28.86%
484 out of 1677 |
+1.00%
Aug 1941 - Jul 1957 |
+4.01% |
+12.93%
Oct 1981 - Sep 1997 |
0.00%
0 out of 1665 |
-4.19%
Jul 1904 - Jun 1920 |
+2.29% |
+9.12%
Oct 1981 - Sep 1997 |
27.27%
454 out of 1665 |
+1.17%
Feb 1943 - Jan 1960 |
+4.00% |
+13.34%
Oct 1981 - Sep 1998 |
0.00%
0 out of 1653 |
-3.82%
Jul 1903 - Jun 1920 |
+2.20% |
+9.65%
Oct 1981 - Sep 1998 |
25.83%
427 out of 1653 |
+1.10%
Oct 1941 - Sep 1959 |
+3.98% |
+12.17%
Oct 1981 - Sep 1999 |
0.00%
0 out of 1641 |
-3.63%
Jun 1902 - May 1920 |
+2.16% |
+8.56%
Oct 1981 - Sep 1999 |
25.78%
423 out of 1641 |
+1.30%
Feb 1941 - Jan 1960 |
+3.95% |
+11.90%
Oct 1981 - Sep 2000 |
0.00%
0 out of 1629 |
-3.69%
Jul 1901 - Jun 1920 |
+2.09% |
+8.29%
Oct 1981 - Sep 2000 |
26.52%
432 out of 1629 |
+1.54%
Jan 1940 - Dec 1959 |
+3.92% |
+12.08%
Oct 1981 - Sep 2001 |
0.00%
0 out of 1617 |
-3.10%
Jul 1900 - Jun 1920 |
+2.12% |
+8.50%
Oct 1981 - Sep 2001 |
27.27%
441 out of 1617 |
10-year Treasury Portfolio: ETF allocation and returns