10-year Treasury vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 29 February 2024

The 10-year Treasury Portfolio obtained a 4.68% compound annual return, with a 6.82% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 7.56% compound annual return, with a 7.73% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk Low High
Asset Allocation Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
30 Years Stats Return +4.68% +7.56%
Std Dev 6.82% 7.73%
Max Drawdown -23.18% -17.79%
All time Stats
(Since Jan 1927)
Return +4.91% +8.36%
Std Dev 6.34% 8.82%
Max Drawdown -23.18% -48.31%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1927

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio -2.08 +0.99 +1.36 -0.24 +1.03 +4.68 +4.91
Tyler Golden Butterfly Portfolio +1.11 +5.17 +7.94 +5.99 +5.42 +7.56 +8.36
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

10-year Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 3.95$, with a total return of 294.92% (4.68% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since March 1994, now would be worth 8.91$, with a total return of 790.58% (7.56% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1927, now would be worth 105.71$, with a total return of 10471.07% (4.91% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1927, now would be worth 2447.18$, with a total return of 244617.73% (8.36% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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10-year Treasury Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.91% Mar 1994 Nov 1994 (9) Mar 1995 (13) 4.83
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66

Drawdown comparison chart since January 1927.

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10-year Treasury Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-48.31% Sep 1929 May 1932 (33) Jun 1935 (70) 23.15
-23.45% Mar 1937 Mar 1938 (13) Jan 1943 (71) 9.73
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-17.05% May 1969 Jun 1970 (14) Feb 1971 (22) 9.63
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.87% Apr 1974 Sep 1974 (6) Jan 1975 (10) 8.03
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-13.73% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.54
-10.93% Sep 1987 Nov 1987 (3) Jan 1989 (17) 5.04
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.34% Jun 1946 Nov 1946 (6) May 1948 (24) 5.21
-9.09% Dec 1980 Sep 1981 (10) Nov 1981 (12) 4.19
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-8.68% Jul 1975 Sep 1975 (3) Jan 1976 (7) 4.40
-8.47% Jan 1962 Jun 1962 (6) Mar 1963 (15) 4.27

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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Year Return Drawdown Return Drawdown
2024
-2.01%
-2.08%
-0.45%
-1.54%
2023
+3.64%
-8.81%
+11.98%
-8.07%
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%