Tyler Golden Butterfly Portfolio: ETF allocation and returns

Data Source: from January 1927 to November 2023 (~97 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.61%
1 Day
Dec 01 2023
1.61%
Current Month
December 2023

The Tyler Golden Butterfly Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 40% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.46% compound annual return, with a 7.68% standard deviation.

Table of contents

Asset Allocation and ETFs

The Tyler Golden Butterfly Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Tyler Golden Butterfly Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
20.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
20.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
20.00
TLT
USD iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
20.00
GLD
USD SPDR Gold Trust Commodity, Gold

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.

Portfolio and ETF Returns as of Nov 30, 2023

The Tyler Golden Butterfly Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
Tyler Golden Butterfly Portfolio 1.61 1.61 6.23 2.08 3.46 5.69 5.29 7.46 8.33
US Inflation Adjusted return 6.23 0.91 0.11 1.55 2.41 4.81 5.18
Components
IJS
USD iShares S&P Small-Cap 600 Value 3.28 Dec 01 2023 3.28 9.07 4.59 -5.38 5.50 6.78 10.07 12.70
VTI
USD Vanguard Total Stock Market 0.84 Dec 01 2023 0.84 9.42 10.04 12.72 11.71 11.16 9.90 10.02
SHY
USD iShares 1-3 Year Treasury Bond 0.29 Dec 01 2023 0.29 1.05 1.53 2.96 1.04 0.77 3.00 4.25
TLT
USD iShares 20+ Year Treasury Bond 1.88 Dec 01 2023 1.88 9.92 -9.50 -8.15 -2.46 1.07 4.92 4.95
GLD
USD SPDR Gold Trust 1.73 Dec 01 2023 1.73 2.53 3.53 14.53 10.31 4.57 5.55 4.76
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the Tyler Golden Butterfly Portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Tyler Golden Butterfly Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 8.65$, with a total return of 764.68% (7.46% annualized).

The Inflation Adjusted Capital now would be 4.10$, with a net total return of 309.76% (4.81% annualized).
An investment of 1$, since January 1927, now would be worth 2323.92$, with a total return of 232292.43% (8.33% annualized).

The Inflation Adjusted Capital now would be 133.69$, with a net total return of 13269.30% (5.18% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Tyler Golden Butterfly Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
TYLER GOLDEN BUTTERFLY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~97Y)
Investment Return (%) 6.23 -0.12 2.08 3.46 1.26 5.69 5.29 7.07 7.46 8.33
Infl. Adjusted Return (%) details 6.23 -0.33 0.91 0.11 -4.24 1.55 2.41 4.36 4.81 5.18
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.99
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.07 -17.79 -17.79 -17.79 -17.79 -17.79 -48.31
Start to Recovery (# months) details 4* 23* 23* 23* 23* 23* 70
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2022 01 2022 01 1929 09
Start to Bottom (# months) 3 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) 1 14 14 14 14 14 37
End (yyyy mm) - - - - - - 1935 06
Longest Drawdown Depth (%) -3.13
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-23.45
Start to Recovery (# months) details 6 71
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01 2022 01 1937 03
Start to Bottom (# months) 1 9 9 9 9 9 13
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2022 09 2022 09 1938 03
Bottom to End (# months) 5 14 14 14 14 14 58
End (yyyy mm) 2023 07 - - - - - 1943 01
Longest negative period (# months) details 11 35 39 39 39 39 74
Period Start (yyyy mm) 2022 12 2020 12 2020 08 2020 08 2020 08 2020 08 1927 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1933 02
Annualized Return (%) -2.84 -0.78 -0.10 -0.10 -0.10 -0.10 -0.28
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.10 -23.38 -23.38 -23.38 -23.38 -23.38 -34.73
Start to Recovery (# months) details 10* 30* 30* 30* 30* 30* 44
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2021 06 2021 06 1929 09
Start to Bottom (# months) 9 16 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) 1 14 14 14 14 14 11
End (yyyy mm) - - - - - - 1933 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-27.19
Start to Recovery (# months) details 96
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2021 06 2021 06 1946 06
Start to Bottom (# months) 9 16 16 16 16 16 30
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 1948 11
Bottom to End (# months) 1 14 14 14 14 14 66
End (yyyy mm) - - - - - - 1954 05
Longest negative period (# months) details 11 36* 57 71 71 71 151
Period Start (yyyy mm) 2022 12 2020 12 2019 02 2017 12 2017 12 2017 12 1936 12
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2023 10 2023 10 1949 06
Annualized Return (%) -6.26 -4.24 -0.20 -0.23 -0.23 -0.23 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.91 10.58 10.15 8.22 8.05 7.68 8.81
Sharpe Ratio -0.12 -0.06 0.40 0.52 0.72 0.68 0.49
Sortino Ratio -0.19 -0.09 0.55 0.72 0.96 0.91 0.69
Ulcer Index 3.38 8.11 6.42 4.86 4.10 3.61 6.95
Ratio: Return / Standard Deviation 0.29 0.12 0.56 0.64 0.88 0.97 0.94
Ratio: Return / Deepest Drawdown 0.43 0.07 0.32 0.30 0.40 0.42 0.17
% Positive Months details 50% 52% 61% 63% 65% 65% 65%
Positive Months 6 19 37 76 157 236 756
Negative Months 6 17 23 44 83 124 407
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.29 9.19 10.44 17.05
Worst 10 Years Return (%) - Annualized 4.68 4.68 2.31
Best 10 Years Return (%) - Annualized 2.41 7.18 7.89 9.91
Worst 10 Years Return (%) - Annualized 1.86 1.86 0.36
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 26.55 17.94 13.45 10.44 9.09 7.46
Worst Rolling Return (%) - Annualized -14.81 0.58 3.16 4.68 6.85
% Positive Periods 87% 100% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 24.39 15.20 11.18 7.89 6.70 4.81
Worst Rolling Return (%) - Annualized -20.84 -4.79 -0.14 1.86 4.17
% Positive Periods 83% 94% 99% 100% 100% 100%
Over all the available data source (Jan 1927 - Nov 2023)
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% 95% 97% 100% 100% 100%
Best Rolling Return (%) - Annualized 84.55 24.38 19.68 9.91 7.72 7.35
Worst Rolling Return (%) - Annualized -24.69 -11.40 -4.33 0.36 2.37 3.18
% Positive Periods 73% 88% 95% 100% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 32.54 22.63 11.99 8.22 6.79 5.31
Perpetual WR (%) 0.00 1.53 2.35 4.18 4.59 4.93
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.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Talking about withdrawal rates, how would you manage your early retirement with the Tyler Golden Butterfly Portfolio? Read more here

Analyze your Portfolio: Backtest Now!
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Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.87
0.08
0.64
0.06
VTI
0.87
-
0.39
0.83
0.27
SHY
0.08
0.39
-
0.67
0.79
TLT
0.64
0.83
0.67
-
0.51
GLD
0.06
0.27
0.79
0.51
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.88
-0.11
-0.11
0.04
VTI
0.88
-
0.08
0.13
0.20
SHY
-0.11
0.08
-
0.69
0.42
TLT
-0.11
0.13
0.69
-
0.42
GLD
0.04
0.20
0.42
0.42
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.86
-0.14
-0.14
-0.04
VTI
0.86
-
0.01
0.06
0.09
SHY
-0.14
0.01
-
0.67
0.41
TLT
-0.14
0.06
0.67
-
0.43
GLD
-0.04
0.09
0.41
0.43
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.86
-0.17
-0.20
0.02
VTI
0.86
-
-0.14
-0.12
0.06
SHY
-0.17
-0.14
-
0.59
0.19
TLT
-0.20
-0.12
0.59
-
0.20
GLD
0.02
0.06
0.19
0.20
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.94
0.06
0.01
0.02
VTI
0.94
-
0.07
0.06
0.02
SHY
0.06
0.07
-
0.62
0.05
TLT
0.01
0.06
0.62
-
0.08
GLD
0.02
0.02
0.05
0.08
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-17.79% Jan 2022 Sep 2022 9 in progress 14 23 10.06
-14.81% Mar 2008 Feb 2009 12 Sep 2009 7 19 7.24
-9.44% May 1998 Aug 1998 4 Dec 1998 4 8 3.99
-7.16% Feb 2020 Mar 2020 2 Jun 2020 3 5 3.10
-6.86% Jun 2002 Jul 2002 2 May 2003 10 12 4.25
-6.37% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.17
-6.25% Feb 2015 Sep 2015 8 Mar 2016 6 14 3.60
-4.99% Feb 2001 Mar 2001 2 Dec 2001 9 11 2.05
-4.64% Feb 1994 Jun 1994 5 Feb 1995 8 13 3.01
-4.36% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.66
-3.84% Apr 2013 Jun 2013 3 Sep 2013 3 6 1.60
-3.64% Sep 2000 Nov 2000 3 Dec 2000 1 4 1.86
-3.38% Feb 1999 Feb 1999 1 Apr 1999 2 3 2.30
-3.36% Aug 2016 Oct 2016 3 Feb 2017 4 7 2.01
-3.27% Sep 2014 Sep 2014 1 Dec 2014 3 4 1.58
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-23.38% Jun 2021 Sep 2022 16 in progress 14 30 14.48
-15.79% Nov 2007 Oct 2008 12 Nov 2009 13 25 7.38
-9.94% May 1998 Aug 1998 4 Jan 1999 5 9 4.17
-7.92% Feb 2015 Sep 2015 8 Jun 2016 9 17 4.51
-7.43% Jun 2002 Mar 2003 10 May 2003 2 12 5.08
-7.21% Feb 2020 Mar 2020 2 May 2020 2 4 3.41
-6.48% Feb 2018 Dec 2018 11 Jun 2019 6 17 2.97
-6.40% Feb 1994 Nov 1994 10 May 1995 6 16 4.07
-5.58% Feb 2001 Mar 2001 2 Jan 2002 10 12 2.84
-4.67% Apr 2004 Apr 2004 1 Nov 2004 7 8 2.96
-4.36% Sep 2000 Nov 2000 3 Dec 2000 1 4 2.33
-4.14% Apr 2013 Jun 2013 3 Oct 2013 4 7 1.68
-3.97% Feb 1999 Aug 1999 7 Dec 1999 4 11 2.24
-3.80% Aug 2016 Oct 2016 3 Jun 2017 8 11 1.93
-3.68% Jan 2005 Apr 2005 4 Jun 2005 2 6 1.95
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-48.31% Sep 1929 May 1932 33 Jun 1935 37 70 23.15
-23.45% Mar 1937 Mar 1938 13 Jan 1943 58 71 9.73
-17.79% Jan 2022 Sep 2022 9 in progress 14 23 10.06
-17.05% May 1969 Jun 1970 14 Feb 1971 8 22 9.63
-14.87% Apr 1974 Sep 1974 6 Jan 1975 4 10 8.03
-14.81% Mar 2008 Feb 2009 12 Sep 2009 7 19 7.24
-13.73% Feb 1980 Mar 1980 2 Jun 1980 3 5 6.54
-10.93% Sep 1987 Nov 1987 3 Jan 1989 14 17 5.04
-9.44% May 1998 Aug 1998 4 Dec 1998 4 8 3.99
-9.34% Jun 1946 Nov 1946 6 May 1948 18 24 5.21
-9.09% Dec 1980 Sep 1981 10 Nov 1981 2 12 4.19
-8.68% Jul 1975 Sep 1975 3 Jan 1976 4 7 4.40
-8.47% Jan 1962 Jun 1962 6 Mar 1963 9 15 4.27
-7.94% Jan 1990 Oct 1990 10 Feb 1991 4 14 3.88
-7.77% Dec 1981 Mar 1982 4 Aug 1982 5 9 4.70
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-34.73% Sep 1929 May 1932 33 Apr 1933 11 44 17.76
-27.19% Jun 1946 Nov 1948 30 May 1954 66 96 16.70
-24.09% Dec 1968 Jun 1970 19 Apr 1972 22 41 12.36
-23.45% Mar 1937 Mar 1938 13 Jun 1944 75 88 11.94
-23.38% Jun 2021 Sep 2022 16 in progress 14 30 14.48
-20.57% Mar 1974 Sep 1974 7 Jun 1975 9 16 10.58
-17.86% Feb 1980 Jun 1982 29 Oct 1982 4 33 10.13
-15.79% Nov 2007 Oct 2008 12 Nov 2009 13 25 7.38
-13.11% Dec 1989 Oct 1990 11 May 1991 7 18 6.55
-11.70% Sep 1987 Nov 1987 3 Jul 1989 20 23 6.14
-10.35% Jul 1975 Sep 1975 3 Feb 1976 5 8 5.76
-10.00% Apr 1956 Oct 1957 19 Jul 1958 9 28 5.19
-9.94% May 1998 Aug 1998 4 Jan 1999 5 9 4.17
-9.43% Jul 1973 Nov 1973 5 Feb 1974 3 8 5.28
-9.37% Feb 1966 Aug 1966 7 Mar 1967 7 14 4.85

Rolling Returns

( more details)

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
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.81 03/2008
02/2009
0.85$ 1.28 1.01$ 7.95 1.07$ 14.71 1.14$ 26.55 04/2003
03/2004
1.26$ 3.46 12.03%
2Y -6.44 11/2021
10/2023
0.87$ 3.42 1.06$ 7.58 1.15$ 12.64 1.26$ 20.77 03/2009
02/2011
1.45$ -3.27 6.23%
3Y 0.58 03/2006
02/2009
1.01$ 4.71 1.14$ 7.72 1.24$ 11.30 1.37$ 17.94 03/2009
02/2012
1.64$ 1.26 0.00%
5Y 3.16 04/1998
03/2003
1.16$ 5.64 1.31$ 7.98 1.46$ 9.99 1.61$ 13.45 03/2009
02/2014
1.87$ 5.69 0.00%
7Y 4.29 10/2016
09/2023
1.34$ 6.33 1.53$ 7.93 1.70$ 9.10 1.83$ 10.15 04/2003
03/2010
1.96$ 5.41 0.00%
10Y 4.68 10/2012
09/2022
1.58$ 6.98 1.96$ 8.15 2.18$ 9.04 2.37$ 10.44 04/2003
03/2013
2.70$ 5.29 0.00%
15Y 5.98 10/2007
09/2022
2.39$ 7.47 2.94$ 8.12 3.22$ 8.57 3.43$ 8.91 04/1997
03/2012
3.59$ 7.35 0.00%
20Y 6.85 11/2003
10/2023
3.76$ 7.52 4.26$ 7.91 4.58$ 8.48 5.09$ 9.09 02/1995
01/2015
5.69$ 7.07 0.00%
30Y 7.46 12/1993
11/2023
8.64$ 7.46 8.64$ 7.46 8.64$ 7.46 8.64$ 7.46 12/1993
11/2023
8.64$ 7.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -20.84 10/2021
09/2022
0.79$ -0.99 0.99$ 5.34 1.05$ 12.37 1.12$ 24.39 04/2003
03/2004
1.24$ 0.11 16.91%
2Y -11.29 11/2021
10/2023
0.78$ 1.54 1.03$ 5.75 1.11$ 9.72 1.20$ 18.26 03/2009
02/2011
1.39$ -8.07 9.20%
3Y -4.79 11/2020
10/2023
0.86$ 2.36 1.07$ 5.70 1.18$ 8.31 1.27$ 15.20 03/2009
02/2012
1.52$ -4.24 5.54%
5Y -0.14 10/2017
09/2022
0.99$ 3.41 1.18$ 5.46 1.30$ 7.40 1.42$ 11.18 03/2009
02/2014
1.69$ 1.55 0.33%
7Y 0.73 10/2016
09/2023
1.05$ 4.06 1.32$ 5.74 1.47$ 6.50 1.55$ 8.40 03/2009
02/2016
1.75$ 1.82 0.00%
10Y 1.86 11/2013
10/2023
1.20$ 4.63 1.57$ 5.82 1.76$ 6.58 1.89$ 7.89 04/2003
03/2013
2.13$ 2.41 0.00%
15Y 3.52 10/2007
09/2022
1.67$ 5.13 2.11$ 5.79 2.32$ 6.10 2.43$ 6.67 04/2003
03/2018
2.63$ 4.73 0.00%
20Y 4.17 11/2003
10/2023
2.26$ 5.11 2.70$ 5.63 2.98$ 6.16 3.30$ 6.70 02/1995
01/2015
3.66$ 4.36 0.00%
30Y 4.81 12/1993
11/2023
4.09$ 4.81 4.09$ 4.81 4.09$ 4.81 4.09$ 4.81 12/1993
11/2023
4.09$ 4.81 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -32.17 07/1931
06/1932
0.67$ -0.80 0.99$ 8.95 1.08$ 17.68 1.17$ 72.34 07/1932
06/1933
1.72$ 3.46 17.19%
2Y -24.76 06/1930
05/1932
0.56$ 2.39 1.04$ 8.38 1.17$ 15.14 1.32$ 35.24 07/1932
06/1934
1.82$ -3.27 8.86%
3Y -17.91 07/1929
06/1932
0.55$ 4.12 1.12$ 8.52 1.27$ 13.65 1.46$ 24.69 07/1932
06/1935
1.93$ 1.26 4.43%
5Y -6.33 06/1927
05/1932
0.72$ 5.49 1.30$ 8.15 1.47$ 12.34 1.78$ 20.88 06/1932
05/1937
2.58$ 5.69 2.90%
7Y 1.97 04/1928
03/1935
1.14$ 5.90 1.49$ 8.31 1.74$ 12.04 2.21$ 17.54 06/1976
05/1983
3.09$ 5.41 0.00%
10Y 2.31 09/1929
08/1939
1.25$ 6.53 1.88$ 8.19 2.19$ 11.36 2.93$ 17.05 09/1976
08/1986
4.82$ 5.29 0.00%
15Y 3.74 10/1927
09/1942
1.73$ 6.72 2.65$ 8.30 3.30$ 12.03 5.49$ 15.38 10/1974
09/1989
8.54$ 7.35 0.00%
20Y 4.53 09/1929
08/1949
2.42$ 7.03 3.89$ 8.45 5.06$ 12.40 10.35$ 13.89 07/1970
06/1990
13.48$ 7.07 0.00%
30Y 5.91 10/1929
09/1959
5.59$ 7.27 8.20$ 9.34 14.55$ 11.36 25.20$ 12.46 07/1970
06/2000
33.91$ 7.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -24.69 07/1931
06/1932
0.75$ -4.27 0.95$ 5.68 1.05$ 14.82 1.14$ 84.55 07/1932
06/1933
1.84$ 0.11 26.22%
2Y -16.43 06/1930
05/1932
0.69$ -0.95 0.98$ 5.42 1.11$ 11.55 1.24$ 36.60 06/1932
05/1934
1.86$ -8.07 18.16%
3Y -11.40 07/1929
06/1932
0.69$ 0.97 1.02$ 5.27 1.16$ 10.02 1.33$ 24.38 07/1932
06/1935
1.92$ -4.24 11.26%
5Y -4.33 04/1937
03/1942
0.80$ 2.29 1.11$ 5.39 1.29$ 7.80 1.45$ 19.68 06/1932
05/1937
2.45$ 1.55 4.17%
7Y -1.69 06/1946
05/1953
0.88$ 2.87 1.21$ 5.57 1.46$ 7.44 1.65$ 13.66 06/1932
05/1939
2.45$ 1.82 1.85%
10Y 0.36 01/1939
12/1948
1.03$ 3.17 1.36$ 5.56 1.71$ 6.86 1.94$ 9.91 02/1927
01/1937
2.57$ 2.41 0.00%
15Y 1.09 03/1937
02/1952
1.17$ 3.80 1.75$ 5.39 2.19$ 6.84 2.69$ 9.03 08/1982
07/1997
3.65$ 4.73 0.00%
20Y 2.37 03/1937
02/1957
1.59$ 3.93 2.16$ 5.30 2.81$ 6.54 3.54$ 7.72 05/1978
04/1998
4.42$ 4.36 0.00%
30Y 3.18 12/1936
11/1966
2.56$ 4.23 3.46$ 5.54 5.04$ 6.39 6.40$ 7.35 07/1982
06/2012
8.40$ 4.81 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Tyler Golden Butterfly Portfolio: Rolling Returns page.

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.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.84
60%
-0.50
60%
-0.49
60%
0.91
80%
-0.02
40%
0.92
60%
2.26
100%
-0.25
60%
-3.11
20%
0.95
60%
3.09
80%
0.45
60%
Best 6.6
2023
1.3
2019
2.0
2023
6.0
2020
2.4
2021
4.8
2019
5.0
2020
2.4
2019
0.1
2019
2.8
2022
6.2
2023
3.5
2020
Worst -3.3
2022
-3.1
2023
-5.3
2020
-5.4
2022
-1.8
2019
-4.1
2022
0.4
2021
-3.2
2022
-6.2
2022
-1.3
2023
-0.6
2021
-2.3
2022
Monthly Seasonality over the period Feb 1927 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.47
80%
0.30
60%
0.03
50%
0.60
70%
0.18
60%
0.95
60%
1.27
80%
0.16
60%
-2.04
30%
0.36
60%
1.83
80%
0.38
70%
Best 6.6
2023
3.4
2016
2.9
2016
6.0
2020
2.4
2021
4.8
2019
5.0
2020
2.8
2014
0.9
2017
3.1
2015
6.2
2023
3.5
2020
Worst -3.3
2022
-3.1
2023
-5.3
2020
-5.4
2022
-1.8
2019
-4.1
2022
-2.0
2014
-3.2
2022
-6.2
2022
-3.9
2018
-0.9
2015
-2.3
2022
Monthly Seasonality over the period Feb 1927 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.27
69%
0.50
61%
0.47
68%
0.80
66%
0.47
60%
0.71
58%
0.94
67%
0.72
65%
-0.04
56%
0.31
63%
1.07
69%
1.18
79%
Best 13.3
1933
5.5
1974
5.3
1986
14.6
1933
7.7
1933
9.4
1938
11.4
1932
13.5
1932
5.5
1979
8.4
1982
6.2
2023
8.4
1979
Worst -6.0
2009
-5.7
1933
-10.7
1980
-6.3
1932
-9.8
1940
-7.0
1930
-4.7
2002
-6.4
1998
-11.8
1931
-10.3
2008
-4.5
1929
-5.6
1931
Monthly Seasonality over the period Feb 1927 - Nov 2023

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
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1927 - 30 November 2023 (~97 years)
236 Positive Months (66%) - 124 Negative Months (34%)
756 Positive Months (65%) - 407 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2004, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • IJS - iShares S&P Small-Cap 600 Value, up to December 2000
  • VTI - Vanguard Total Stock Market, up to December 2001
  • SHY - iShares 1-3 Year Treasury Bond, up to December 2002
  • TLT - iShares 20+ Year Treasury Bond, up to December 2002
  • GLD - SPDR Gold Trust, 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.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly with Bitcoin +7.34 10.93 -18.74 40 40 20
Golden Butterfly 2x Leveraged +5.89 19.16 -34.50 40 40 20
Golden Butterfly Tyler +5.69 10.15 -17.79 40 40 20

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.78 11.75 -38.53 75 25 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Talmud Portfolio Roger Gibson +8.01 10.81 -40.17 66.7 33.3 0
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