Consolidated Returns as of 31 March 2024
Holding the Tyler Golden Butterfly Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~97 years), the longest period with a negative return lasted 74 months (from January 1927 to February 1933).
This means that every rolling period of 75 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Tyler Golden Butterfly 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
The annualized return of the last 10 years has been 5.77% (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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+72.34%
Jul 1932 - Jun 1933 |
-32.17%
Jul 1931 - Jun 1932 |
17.13%
198 out of 1156 |
US Inflation Adjusted | +5.69% |
+84.55%
Jul 1932 - Jun 1933 |
-24.69%
Jul 1931 - Jun 1932 |
26.12%
302 out of 1156 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.33% |
+35.24%
Jul 1932 - Jun 1934 |
-24.76%
Jun 1930 - May 1932 |
9.09%
104 out of 1144 |
US Inflation Adjusted | +5.40% |
+36.60%
Jun 1932 - May 1934 |
-16.43%
Jun 1930 - May 1932 |
18.36%
210 out of 1144 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.50% |
+24.69%
Jul 1932 - Jun 1935 |
-17.91%
Jul 1929 - Jun 1932 |
4.42%
50 out of 1132 |
US Inflation Adjusted | +5.25% |
+24.38%
Jul 1932 - Jun 1935 |
-11.40%
Jul 1929 - Jun 1932 |
11.57%
131 out of 1132 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.16% |
+24.33%
Jul 1932 - Jun 1936 |
-10.94%
Jun 1928 - May 1932 |
3.66%
41 out of 1120 |
US Inflation Adjusted | +5.28% |
+23.90%
Jun 1932 - May 1936 |
-5.73%
Jun 1928 - May 1932 |
7.68%
86 out of 1120 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.14% |
+20.88%
Jun 1932 - May 1937 |
-6.33%
Jun 1927 - May 1932 |
2.89%
32 out of 1108 |
US Inflation Adjusted | +5.37% |
+19.68%
Jun 1932 - May 1937 |
-4.33%
Apr 1937 - Mar 1942 |
4.24%
47 out of 1108 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+20.45%
Oct 1974 - Sep 1980 |
-1.38%
Jan 1927 - Dec 1932 |
0.36%
4 out of 1096 |
US Inflation Adjusted | +5.35% |
+14.73%
Jul 1932 - Jun 1938 |
-3.10%
Dec 1936 - Nov 1942 |
3.10%
34 out of 1096 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.30% |
+17.54%
Jun 1976 - May 1983 |
+1.97%
Apr 1928 - Mar 1935 |
0.00%
0 out of 1084 |
US Inflation Adjusted | +5.56% |
+13.66%
Jun 1932 - May 1939 |
-1.68%
Jun 1946 - May 1953 |
1.85%
20 out of 1084 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.16% |
+17.57%
Apr 1978 - Mar 1986 |
+1.93%
Apr 1930 - Mar 1938 |
0.00%
0 out of 1072 |
US Inflation Adjusted | +5.54% |
+11.25%
May 1932 - Apr 1940 |
-0.72%
Feb 1946 - Jan 1954 |
0.75%
8 out of 1072 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.09% |
+17.76%
Oct 1974 - Sep 1983 |
+1.96%
Apr 1929 - Mar 1938 |
0.00%
0 out of 1060 |
US Inflation Adjusted | +5.50% |
+10.09%
Mar 1978 - Feb 1987 |
+0.18%
Mar 1939 - Feb 1948 |
0.00%
0 out of 1060 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.18% |
+17.05%
Sep 1976 - Aug 1986 |
+2.31%
Sep 1929 - Aug 1939 |
0.00%
0 out of 1048 |
US Inflation Adjusted | +5.57% |
+9.91%
Feb 1927 - Jan 1937 |
+0.35%
Mar 1939 - Feb 1949 |
0.00%
0 out of 1048 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+16.70%
Sep 1976 - Aug 1987 |
+2.18%
Sep 1929 - Aug 1940 |
0.00%
0 out of 1036 |
US Inflation Adjusted | +5.62% |
+9.77%
Jul 1982 - Jun 1993 |
-0.41%
Mar 1937 - Feb 1948 |
0.19%
2 out of 1036 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.36% |
+17.08%
Oct 1974 - Sep 1986 |
+2.49%
May 1930 - Apr 1942 |
0.00%
0 out of 1024 |
US Inflation Adjusted | +5.45% |
+9.75%
Oct 1974 - Sep 1986 |
-0.22%
Mar 1937 - Feb 1949 |
0.39%
4 out of 1024 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.24% |
+16.80%
Oct 1974 - Sep 1987 |
+2.08%
Sep 1929 - Aug 1942 |
0.00%
0 out of 1012 |
US Inflation Adjusted | +5.47% |
+9.68%
Oct 1974 - Sep 1987 |
+0.60%
Dec 1936 - Nov 1949 |
0.00%
0 out of 1012 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+15.43%
Oct 1974 - Sep 1988 |
+2.96%
May 1928 - Apr 1942 |
0.00%
0 out of 1000 |
US Inflation Adjusted | +5.48% |
+9.33%
Jun 1932 - May 1946 |
+1.20%
Mar 1937 - Feb 1951 |
0.00%
0 out of 1000 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.30% |
+15.38%
Oct 1974 - Sep 1989 |
+3.74%
Oct 1927 - Sep 1942 |
0.00%
0 out of 988 |
US Inflation Adjusted | +5.38% |
+9.04%
Aug 1982 - Jul 1997 |
+1.07%
Mar 1937 - Feb 1952 |
0.00%
0 out of 988 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.22% |
+15.76%
Jul 1970 - Jun 1986 |
+4.58%
Dec 1928 - Nov 1944 |
0.00%
0 out of 976 |
US Inflation Adjusted | +5.34% |
+9.13%
Jul 1982 - Jun 1998 |
+1.19%
Mar 1937 - Feb 1953 |
0.00%
0 out of 976 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.28% |
+15.53%
Jul 1970 - Jun 1987 |
+4.93%
Oct 1929 - Sep 1946 |
0.00%
0 out of 964 |
US Inflation Adjusted | +5.35% |
+8.58%
Jul 1982 - Jun 1999 |
+1.23%
Dec 1936 - Nov 1953 |
0.00%
0 out of 964 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+14.71%
Jul 1970 - Jun 1988 |
+4.86%
Sep 1929 - Aug 1947 |
0.00%
0 out of 952 |
US Inflation Adjusted | +5.35% |
+8.24%
Jul 1982 - Jun 2000 |
+2.00%
Apr 1936 - Mar 1954 |
0.00%
0 out of 952 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.52% |
+14.48%
Jul 1970 - Jun 1989 |
+4.68%
Sep 1929 - Aug 1948 |
0.00%
0 out of 940 |
US Inflation Adjusted | +5.37% |
+7.99%
Oct 1974 - Sep 1993 |
+2.59%
May 1934 - Apr 1953 |
0.00%
0 out of 940 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.44% |
+13.89%
Jul 1970 - Jun 1990 |
+4.53%
Sep 1929 - Aug 1949 |
0.00%
0 out of 928 |
US Inflation Adjusted | +5.29% |
+7.73%
May 1978 - Apr 1998 |
+2.36%
Mar 1937 - Feb 1957 |
0.00%
0 out of 928 |
To obtain comprehensive information, please consult the Tyler Golden Butterfly Portfolio: ETF allocation and returns page.