Tyler Golden Butterfly To EUR Portfolio: Rolling Returns

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 2024

Holding the Tyler Golden Butterfly To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~71 years), the longest period with a negative return lasted 86 months (from June 2001 to July 2008).

This means that every rolling period of 87 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Tyler Golden Butterfly To EUR 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

TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 8.35% (updated at May 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.

TYLER GOLDEN BUTTERFLY TO EUR PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1953 - 31 May 2024 (~71 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.32% +66.98%
Jun 1982 - May 1983
-23.28%
Nov 1989 - Oct 1990
20.62%
173 out of 839
Euro Inflation Adjusted +6.41% +61.53%
Jun 1982 - May 1983
-26.60%
Nov 1989 - Oct 1990
26.94%
226 out of 839
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 +9.32% +39.81%
Feb 1982 - Jan 1984
-10.22%
Jun 2001 - May 2003
10.52%
87 out of 827
Euro Inflation Adjusted +6.42% +35.27%
Feb 1982 - Jan 1984
-11.92%
Jun 2001 - May 2003
20.56%
170 out of 827
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 +8.63% +34.76%
Mar 1982 - Feb 1985
-5.65%
Jan 1985 - Dec 1987
6.50%
53 out of 815
Euro Inflation Adjusted +6.11% +30.74%
Mar 1982 - Feb 1985
-6.91%
Sep 1989 - Aug 1992
13.50%
110 out of 815
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 +8.81% +33.45%
Dec 1978 - Nov 1982
-2.97%
Nov 1986 - Oct 1990
1.99%
16 out of 803
Euro Inflation Adjusted +5.98% +26.42%
Dec 1978 - Nov 1982
-5.31%
Nov 1986 - Oct 1990
9.22%
74 out of 803
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 +8.35% +32.85%
Dec 1978 - Nov 1983
-1.15%
Nov 1985 - Oct 1990
0.76%
6 out of 791
Euro Inflation Adjusted +5.85% +26.54%
Dec 1978 - Nov 1983
-2.95%
Oct 1968 - Sep 1973
6.57%
52 out of 791
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 +8.31% +30.18%
Dec 1978 - Nov 1984
-1.10%
Feb 1985 - Jan 1991
0.90%
7 out of 779
Euro Inflation Adjusted +5.92% +24.59%
Dec 1978 - Nov 1984
-2.97%
Apr 2002 - Mar 2008
4.88%
38 out of 779
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 +8.29% +27.33%
Mar 1978 - Feb 1985
-0.44%
Jul 2001 - Jun 2008
0.26%
2 out of 767
Euro Inflation Adjusted +5.62% +22.23%
Mar 1978 - Feb 1985
-2.74%
Jul 2001 - Jun 2008
3.52%
27 out of 767
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 +8.26% +23.27%
Mar 1977 - Feb 1985
+0.33%
Jul 2001 - Jun 2009
0.00%
0 out of 755
Euro Inflation Adjusted +5.84% +18.51%
Mar 1977 - Feb 1985
-1.68%
Jul 2001 - Jun 2009
2.65%
20 out of 755
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 +8.35% +23.04%
Oct 1974 - Sep 1983
+1.07%
Nov 2000 - Oct 2009
0.00%
0 out of 743
Euro Inflation Adjusted +6.07% +17.78%
Oct 1975 - Sep 1984
-0.97%
Nov 2000 - Oct 2009
0.67%
5 out of 743
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 +8.54% +22.67%
Feb 1975 - Jan 1985
+3.16%
Jul 2001 - Jun 2011
0.00%
0 out of 731
Euro Inflation Adjusted +6.12% +17.80%
Feb 1975 - Jan 1985
+1.08%
Oct 1964 - Sep 1974
0.00%
0 out of 731
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 +8.63% +21.17%
Jul 1974 - Jun 1985
+3.76%
Apr 1998 - Mar 2009
0.00%
0 out of 719
Euro Inflation Adjusted +6.42% +16.35%
Jul 1974 - Jun 1985
+1.70%
Oct 1963 - Sep 1974
0.00%
0 out of 719
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 +8.61% +19.75%
Jul 1973 - Jun 1985
+4.40%
Aug 1997 - Jul 2009
0.00%
0 out of 707
Euro Inflation Adjusted +6.23% +14.91%
Oct 1974 - Sep 1986
+1.91%
Nov 1961 - Oct 1973
0.00%
0 out of 707
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.47% +18.68%
Mar 1972 - Feb 1985
+4.72%
Nov 2000 - Oct 2013
0.00%
0 out of 695
Euro Inflation Adjusted +6.07% +13.95%
Oct 1974 - Sep 1987
+1.66%
Jan 1962 - Dec 1974
0.00%
0 out of 695
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.65% +17.57%
Mar 1971 - Feb 1985
+5.34%
May 2000 - Apr 2014
0.00%
0 out of 683
Euro Inflation Adjusted +6.39% +12.81%
Oct 1974 - Sep 1988
+2.02%
Jan 1961 - Dec 1974
0.00%
0 out of 683
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.68% +17.77%
Jul 1970 - Jun 1985
+5.66%
Oct 1959 - Sep 1974
0.00%
0 out of 671
Euro Inflation Adjusted +6.37% +12.78%
Sep 1974 - Aug 1989
+2.14%
Jan 1960 - Dec 1974
0.00%
0 out of 671
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.50% +16.54%
Jun 1970 - May 1986
+5.53%
Apr 2002 - Mar 2018
0.00%
0 out of 659
Euro Inflation Adjusted +6.26% +12.00%
Sep 1973 - Aug 1989
+2.27%
Jan 1959 - Dec 1974
0.00%
0 out of 659
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.49% +15.30%
Mar 1968 - Feb 1985
+5.80%
Jul 2001 - Jun 2018
0.00%
0 out of 647
Euro Inflation Adjusted +6.11% +10.75%
Oct 1974 - Sep 1991
+3.00%
Dec 1961 - Nov 1978
0.00%
0 out of 647
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.53% +15.13%
Mar 1967 - Feb 1985
+5.66%
Nov 2000 - Oct 2018
0.00%
0 out of 635
Euro Inflation Adjusted +6.25% +10.69%
Apr 1980 - Mar 1998
+3.28%
Oct 1956 - Sep 1974
0.00%
0 out of 635
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.54% +14.81%
Jan 1975 - Dec 1993
+6.15%
Nov 2000 - Oct 2019
0.00%
0 out of 623
Euro Inflation Adjusted +6.21% +11.12%
Jan 1975 - Dec 1993
+3.13%
Oct 1955 - Sep 1974
0.00%
0 out of 623
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.77% +14.44%
Aug 1973 - Jul 1993
+6.06%
Nov 2000 - Oct 2020
0.00%
0 out of 611
Euro Inflation Adjusted +6.23% +10.79%
Mar 1978 - Feb 1998
+3.38%
Jan 1955 - Dec 1974
0.00%
0 out of 611
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Tyler Golden Butterfly To EUR Portfolio: ETF allocation and returns page.