10-year Treasury Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the 10-year Treasury Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 126 months (from May 2013 to October 2023).

This means that every rolling period of 127 months or above has always granted a positive return.

To obtain comprehensive information, please consult the 10-year Treasury Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

10-YEAR TREASURY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 1.16% (updated at Mar 31, 2024).

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.

10-YEAR TREASURY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +3.90% +44.35%
Apr 1985 - Mar 1986
-16.44%
Nov 2021 - Oct 2022
18.76%
343 out of 1828
US Inflation Adjusted +2.31% +41.30%
Apr 1985 - Mar 1986
-22.45%
Nov 2021 - Oct 2022
36.98%
676 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.70% +34.91%
Jul 1984 - Jun 1986
-10.33%
Nov 2020 - Oct 2022
10.02%
182 out of 1816
US Inflation Adjusted +2.54% +31.35%
Jul 1984 - Jun 1986
-16.18%
Nov 2020 - Oct 2022
31.94%
580 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +3.86% +23.66%
Sep 1983 - Aug 1986
-7.79%
Nov 2020 - Oct 2023
6.26%
113 out of 1804
US Inflation Adjusted +2.45% +19.98%
Sep 1983 - Aug 1986
-13.92%
Feb 1917 - Jan 1920
29.16%
526 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.03% +23.99%
Jul 1982 - Jun 1986
-4.41%
Apr 2020 - Mar 2024
2.62%
47 out of 1792
US Inflation Adjusted +2.24% +20.31%
Jul 1982 - Jun 1986
-14.55%
Jun 1916 - May 1920
29.63%
531 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.15% +23.75%
Sep 1981 - Aug 1986
-0.75%
Nov 2017 - Oct 2022
1.01%
18 out of 1780
US Inflation Adjusted +2.51% +19.55%
Sep 1981 - Aug 1986
-12.17%
Jul 1915 - Jun 1920
30.90%
550 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.10% +19.12%
Mar 1981 - Feb 1987
-1.04%
Nov 2017 - Oct 2023
0.51%
9 out of 1768
US Inflation Adjusted +2.59% +14.46%
Mar 1981 - Feb 1987
-10.07%
Jul 1914 - Jun 1920
31.67%
560 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.06% +17.44%
Mar 1980 - Feb 1987
-1.15%
Nov 2016 - Oct 2023
0.46%
8 out of 1756
US Inflation Adjusted +2.43% +13.13%
Oct 1981 - Sep 1988
-8.73%
Jun 1913 - May 1920
29.04%
510 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.09% +16.72%
Oct 1981 - Sep 1989
-0.44%
Nov 2015 - Oct 2023
0.23%
4 out of 1744
US Inflation Adjusted +2.20% +12.52%
Oct 1981 - Sep 1989
-7.50%
Jul 1912 - Jun 1920
30.33%
529 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.13% +15.36%
Oct 1981 - Sep 1990
+0.03%
Nov 2014 - Oct 2023
0.00%
0 out of 1732
US Inflation Adjusted +2.22% +10.93%
Oct 1981 - Sep 1990
-7.33%
Jul 1911 - Jun 1920
30.72%
532 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.18% +15.70%
Oct 1981 - Sep 1991
+0.37%
Oct 1949 - Sep 1959
0.00%
0 out of 1720
US Inflation Adjusted +2.53% +11.31%
Oct 1981 - Sep 1991
-5.68%
Oct 1971 - Sep 1981
32.62%
561 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.24% +15.73%
Oct 1981 - Sep 1992
+0.11%
Nov 2012 - Oct 2023
0.00%
0 out of 1708
US Inflation Adjusted +2.69% +11.43%
Oct 1981 - Sep 1992
-5.29%
Jun 1909 - May 1920
31.50%
538 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.23% +15.60%
Oct 1981 - Sep 1993
+0.52%
Nov 1945 - Oct 1957
0.00%
0 out of 1696
US Inflation Adjusted +2.70% +11.41%
Oct 1981 - Sep 1993
-5.33%
Jul 1908 - Jun 1920
32.02%
543 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution