10-year Treasury Portfolio vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings
Period: January 1927 - April 2025 (~98 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1927)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Initial Capital
May 1995
4.13$
Final Capital
April 2025
4.84%
Yearly Return
6.83%
Std Deviation
-23.19%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
1.96$
Final Capital
April 2025
2.26%
Yearly Return
6.83%
Std Deviation
-35.52%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
112.43$
Final Capital
April 2025
4.92%
Yearly Return
6.34%
Std Deviation
-23.19%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
6.21$
Final Capital
April 2025
1.88%
Yearly Return
6.34%
Std Deviation
-58.41%
Max Drawdown
543months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
May 1995
9.62$
Final Capital
April 2025
7.84%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
May 1995
4.56$
Final Capital
April 2025
5.18%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
47months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
2.8K$
Final Capital
April 2025
8.40%
Yearly Return
8.81%
Std Deviation
-48.31%
Max Drawdown
70months
Recovery Period
1.00$
Initial Capital
January 1927
153.64$
Final Capital
April 2025
5.25%
Yearly Return
8.81%
Std Deviation
-34.73%
Max Drawdown
44months
Recovery Period

As of April 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.84% compound annual return, with a 6.83% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 57 months and is still in progress.

As of April 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.84% compound annual return, with a 7.82% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)		 Ticker Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Tyler Golden Butterfly Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VTI
Vanguard Total Stock Market
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1927 - 30 April 2025 (~98 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~98Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		4.88 1.06 3.56 8.99 -2.54 0.92 4.84 4.92
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		2.13 -0.02 1.71 13.22 6.52 6.19 7.84 8.40
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

10-year Treasury Portfolio: an investment of 1$, since May 1995, now would be worth 4.13$, with a total return of 312.71% (4.84% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since May 1995, now would be worth 9.62$, with a total return of 861.57% (7.84% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1927, now would be worth 112.43$, with a total return of 11143.50% (4.92% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1927, now would be worth 2780.00$, with a total return of 277899.65% (8.40% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1927 - 30 April 2025 (~98 years)
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10-year Treasury Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.99
13.22
Infl. Adjusted Return (%) 6.55 10.67
DRAWDOWN
Deepest Drawdown Depth (%) -4.61
-3.42
Start to Recovery (months) 7
5*
Longest Drawdown Depth (%) -4.61
-3.42
Start to Recovery (months) 7
5*
Longest Negative Period (months) 6
5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.12
7.17
Sharpe Ratio 0.69
1.17
Sortino Ratio 0.82
1.60
Ulcer Index 2.10
1.16
Ratio: Return / Standard Deviation 1.47
1.84
Ratio: Return / Deepest Drawdown 1.95
3.86
Metrics calculated over the period 1 May 2024 - 30 April 2025
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10-year Treasury Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) -2.54
6.52
Infl. Adjusted Return (%) -6.81 1.85
DRAWDOWN
Deepest Drawdown Depth (%) -23.19
-17.79
Start to Recovery (months) 57*
30
Longest Drawdown Depth (%) -23.19
-17.79
Start to Recovery (months) 57*
30
Longest Negative Period (months) 60*
39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
7.46
9.94
Sharpe Ratio -0.68
0.40
Sortino Ratio -0.96
0.56
Ulcer Index 13.84
6.42
Ratio: Return / Standard Deviation -0.34
0.66
Ratio: Return / Deepest Drawdown -0.11
0.37
Metrics calculated over the period 1 May 2020 - 30 April 2025
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10-year Treasury Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 0.92
6.19
Infl. Adjusted Return (%) -2.11 3.00
DRAWDOWN
Deepest Drawdown Depth (%) -23.19
-17.79
Start to Recovery (months) 57*
30
Longest Drawdown Depth (%) -23.19
-17.79
Start to Recovery (months) 57*
30
Longest Negative Period (months) 103
39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.58
8.57
Sharpe Ratio -0.13
0.52
Sortino Ratio -0.18
0.72
Ulcer Index 10.17
4.82
Ratio: Return / Standard Deviation 0.14
0.72
Ratio: Return / Deepest Drawdown 0.04
0.35
Metrics calculated over the period 1 May 2015 - 30 April 2025
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10-year Treasury Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.84
7.84
Infl. Adjusted Return (%) 2.26 5.18
DRAWDOWN
Deepest Drawdown Depth (%) -23.19
-17.79
Start to Recovery (months) 57*
30
Longest Drawdown Depth (%) -23.19
-17.79
Start to Recovery (months) 57*
30
Longest Negative Period (months) 126
39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.83
7.82
Sharpe Ratio 0.37
0.71
Sortino Ratio 0.54
0.95
Ulcer Index 6.41
3.58
Ratio: Return / Standard Deviation 0.71
1.00
Ratio: Return / Deepest Drawdown 0.21
0.44
Metrics calculated over the period 1 May 1995 - 30 April 2025
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10-year Treasury Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 4.92
8.40
Infl. Adjusted Return (%) 1.88 5.25
DRAWDOWN
Deepest Drawdown Depth (%)
-23.19
-48.31
Start to Recovery (months)
57*
70
Longest Drawdown Depth (%)
-23.19
-23.45
Start to Recovery (months)
57*
71
Longest Negative Period (months) 126
74
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
6.34
8.81
Sharpe Ratio 0.25
0.57
Sortino Ratio 0.38
0.80
Ulcer Index
4.26
6.90
Ratio: Return / Standard Deviation 0.78
0.95
Ratio: Return / Deepest Drawdown
0.21
0.17
Metrics calculated over the period 1 January 1927 - 30 April 2025
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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.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1927 - 30 April 2025 (~98 years)

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10-year Treasury Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 57* Aug 2020
In progress
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-9.44 8 May 1998
Dec 1998
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-7.16 5 Feb 2020
Jun 2020
-6.90 10 Feb 1996
Nov 1996
-6.86 12 Jun 2002
May 2003
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016
-5.68 7 Jun 2003
Dec 2003

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10-year Treasury Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.31 70 Sep 1929
Jun 1935
-23.45 71 Mar 1937
Jan 1943
-23.19 57* Aug 2020
In progress
-17.79 30 Jan 2022
Jun 2024
-17.05 22 May 1969
Feb 1971
-15.76 11 Jul 1979
May 1980
-14.87 10 Apr 1974
Jan 1975
-14.81 19 Mar 2008
Sep 2009
-14.57 17 Jul 1980
Nov 1981
-13.73 5 Feb 1980
Jun 1980
-10.93 17 Sep 1987
Jan 1989
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.44 8 May 1998
Dec 1998
-9.34 23 Oct 1998
Aug 2000

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1927 - 30 April 2025 (~98 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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10-year Treasury Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
4.88
0.00 2.13 -0.53
2024
 -0.63 -4.61
10.73
-3.42
2023
 3.65 -8.82
11.98
-8.08
2022
 -15.19 -16.91
-13.35
-17.79
2021
 -3.33 -5.73
9.35
-2.45
2020
 10.01 -2.02
13.93
-7.16
2019
 8.03 -2.59
18.03
-1.83
2018
0.99
-3.19 -4.03 -6.37
2017
 2.55 -1.90
10.96
-0.32
2016
 1.00 -6.50
10.82
-3.36
2015
1.51
-4.25 -3.71 -6.25
2014
 9.07 -1.05
9.13
-3.27
2013
 -6.09 -7.60
6.26
-3.84
2012
 3.66 -2.67
8.84
-2.43
2011
15.64
-1.29 8.86 -3.00
2010
 9.37 -4.30
16.54
-2.77
2009
 -6.59 -6.65
10.77
-10.16
2008
17.91
-4.15 -4.18 -13.53
2007
10.37
-1.85 9.58 -2.06
2006
 2.52 -2.87
12.44
-2.71
2005
 2.64 -3.19
8.04
-1.76
2004
 4.12 -4.85
9.88
-4.36
2003
 5.29 -5.68
18.85
-2.72
2002
15.45
-4.13 3.15 -6.86
2001
5.40
-5.21 2.71 -4.99
2000
17.28
-1.12 6.88 -3.64
1999
 -7.83 -8.11
4.24
-3.38
1998
14.64
-1.61 8.03 -9.44
1997
 11.97 -2.02
13.09
-2.50
1996
 0.00 -6.90
8.18
-2.60
1995
25.55
-1.23 21.86 -0.40
1994
 -7.19 -9.56
-1.98
-4.64
1993
 12.97 -2.55
14.50
-1.37
1992
 7.23 -4.02
9.15
-1.58
1991
 18.91 -0.54
19.14
-1.63
1990
7.70
-4.48 -2.51 -7.94
1989
17.84
-2.30 14.78 -0.89
1988
 6.90 -4.60
9.18
-1.64
1987
 -2.64 -10.87
5.10
-10.93
1986
21.35
-3.93 17.75 -2.42
1985
29.85
-3.33 25.09 -1.93
1984
14.87
-7.99 3.75 -4.68
1983
 2.30 -6.29
11.13
-2.46
1982
39.57
-2.66 28.31 -5.34
1981
5.28
-7.42 -1.23 -8.50
1980
 -1.29 -11.52
15.59
-13.73
1979
 1.83 -8.62
38.92
-6.53
1978
 -0.74 -2.31
13.30
-7.41
1977
 0.53 -3.55
7.87
-1.53
1976
 15.29 -1.33
20.55
-2.29
1975
 5.52 -4.42
16.99
-8.68
1974
 4.05 -3.79
5.51
-14.87
1973
 3.29 -3.40
7.22
-5.95
1972
 2.35 -2.01
17.32
-1.70
1971
 11.24 -7.34
14.13
-3.04
1970
18.93
-5.54 8.32 -8.47
1969
-5.63
-7.29 -9.95 -11.26
1968
 6.26 -3.63
14.16
-1.16
1967
 -3.08 -5.97
15.73
-1.53
1966
5.46
-3.03 -1.43 -6.81
1965
 0.72 -1.64
9.98
-1.26
1964
 3.65 -0.06
9.63
-0.39
1963
 1.64 -0.38
9.52
-1.19
1962
5.83
-0.48 -2.25 -8.47
1961
 2.10 -1.70
11.32
-1.53
1960
11.66
-0.41 4.68 -2.33
1959
 -1.12 -3.37
5.78
-2.67
1958
 -2.10 -5.86
21.04
-0.09
1957
5.92
-3.36 -1.90 -5.44
1956
 -2.68 -3.65
2.40
-3.74
1955
 -1.13 -2.16
9.05
-1.20
1954
 3.13 -0.84
24.09
-1.32
1953
2.19
-3.70 -1.25 -5.95
1952
 1.89 -1.78
5.01
-1.97
1951
 -0.56 -2.77
5.62
-3.17
1950
 -1.39 -1.65
15.80
-2.07
1949
 4.92 -0.12
8.87
-1.60
1948
2.72
-0.72 0.60 -4.83
1947
 -1.38 -2.99
3.73
-2.27
1946
0.36
-1.88 -2.14 -9.34
1945
 5.77 -0.94
23.40
-1.03
1944
 2.27 0.00
13.20
-0.29
1943
 1.98 -0.10
18.24
-2.65
1942
 1.78 -0.45
8.95
-4.55
1941
2.73
-1.73 -1.87 -5.56
1940
6.10
-1.80 -0.80 -9.89
1939
4.02
-4.74 -0.30 -6.03
1938
 4.38 -0.49
14.14
-10.34
1937
1.27
-2.41 -15.74 -17.75
1936
 5.37 -0.04
19.77
-2.63
1935
 4.30 -1.07
19.44
-3.22
1934
7.94
-1.90 5.81 -5.68
1933
 1.81 -2.00
45.52
-6.98
1932
8.90
-2.36 2.29 -16.27
1931
-2.56
-4.95 -20.79 -25.80
1930
4.57
-0.39 -10.68 -16.78
1929
4.44
-1.50 -3.62 -14.87
1928
 0.97 -1.23
13.65
-2.02
1927
 6.82 0.00
16.03
-1.81
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