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

Simulation Settings
Period: January 1927 - June 2025 (~99 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1927/01 - 2025/06)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Invested Capital
July 1995
3.85$
Final Capital
June 2025
4.60%
Yearly Return
6.75%
Std Deviation
-23.19%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
July 1995
1.83$
Final Capital
June 2025
2.03%
Yearly Return
6.75%
Std Deviation
-35.52%
Max Drawdown
61months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1927
112.82$
Final Capital
June 2025
4.91%
Yearly Return
6.34%
Std Deviation
-23.19%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1927
6.21$
Final Capital
June 2025
1.87%
Yearly Return
6.34%
Std Deviation
-58.41%
Max Drawdown
543months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Invested Capital
July 1995
9.52$
Final Capital
June 2025
7.80%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
July 1995
4.51$
Final Capital
June 2025
5.15%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1927
2.88 K$
Final Capital
June 2025
8.42%
Yearly Return
8.80%
Std Deviation
-48.31%
Max Drawdown
70months
Recovery Period
1.00$
Invested Capital
January 1927
158.68$
Final Capital
June 2025
5.28%
Yearly Return
8.80%
Std Deviation
-34.73%
Max Drawdown
44months
Recovery Period

As of June 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.60% compound annual return, with a 6.75% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 59 months and is still in progress.

As of June 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.80% 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 Jun 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
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1927/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 3.85 $ 285.23% 4.60%
Tyler Golden Butterfly
Tyler 		1 $ 9.52 $ 851.78% 7.80%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 1.83 $ 82.56% 2.03%
Tyler Golden Butterfly
Tyler 		1 $ 4.51 $ 351.06% 5.15%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 112.82 $ 11 182.00% 4.91%
Tyler Golden Butterfly
Tyler 		1 $ 2 881.83 $ 288 082.52% 8.42%
Jan 1927 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
10-year Treasury
 1 $ 6.21 $ 521.23% 1.87%
Tyler Golden Butterfly
Tyler 		1 $ 158.68 $ 15 768.41% 5.28%
Jan 1927 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~99Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		5.24 1.60 5.24 6.14 -2.55 1.17 4.60 4.91
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		5.88 2.48 5.88 13.45 6.63 6.71 7.80 8.42
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

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

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1927 - 30 June 2025 (~99 years)
1 Year
5 Years
10 Years
30 Years
All (1927/01 - 2025/06)
Swipe left to see all data
10-year Treasury Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 40%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.14 13.45
Infl. Adjusted (%) 3.33 10.44
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -3.42
Start to Recovery (months) 7 7
Longest Drawdown Depth (%) -4.61 -3.42
Start to Recovery (months) 7 7
Longest Negative Period (months) 8 6
RISK INDICATORS
Standard Deviation (%) 6.33 7.06
Sharpe Ratio 0.24 1.25
Sortino Ratio 0.29 1.68
Ulcer Index 2.13 1.16
Ratio: Return / Standard Deviation 0.97 1.90
Ratio: Return / Deepest Drawdown 1.33 3.93
Metrics calculated over the period 1 July 2024 - 30 June 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 (%) -2.55 6.63
Infl. Adjusted (%) -6.82 1.95
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.79
Start to Recovery (months) 59* 30
Longest Drawdown Depth (%) -23.19 -17.79
Start to Recovery (months) 59* 30
Longest Negative Period (months) 60* 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.51 9.96
Sharpe Ratio -0.70 0.40
Sortino Ratio -0.99 0.55
Ulcer Index 14.06 6.42
Ratio: Return / Standard Deviation -0.34 0.67
Ratio: Return / Deepest Drawdown -0.11 0.37
Metrics calculated over the period 1 July 2020 - 30 June 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 (%) 1.17 6.71
Infl. Adjusted (%) -1.85 3.53
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.79
Start to Recovery (months) 59* 30
Longest Drawdown Depth (%) -23.19 -17.79
Start to Recovery (months) 59* 30
Longest Negative Period (months) 103 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.59 8.57
Sharpe Ratio -0.10 0.57
Sortino Ratio -0.14 0.79
Ulcer Index 10.32 4.77
Ratio: Return / Standard Deviation 0.18 0.78
Ratio: Return / Deepest Drawdown 0.05 0.38
Metrics calculated over the period 1 July 2015 - 30 June 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 (%) 4.60 7.80
Infl. Adjusted (%) 2.03 5.15
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -17.79
Start to Recovery (months) 59* 30
Longest Drawdown Depth (%) -23.19 -17.79
Start to Recovery (months) 59* 30
Longest Negative Period (months) 126 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.75 7.82
Sharpe Ratio 0.35 0.71
Sortino Ratio 0.49 0.95
Ulcer Index 6.49 3.58
Ratio: Return / Standard Deviation 0.68 1.00
Ratio: Return / Deepest Drawdown 0.20 0.44
Metrics calculated over the period 1 July 1995 - 30 June 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 (%) 4.91 8.42
Infl. Adjusted (%) 1.87 5.28
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -48.31
Start to Recovery (months) 59* 70
Longest Drawdown Depth (%) -23.19 -23.45
Start to Recovery (months) 59* 71
Longest Negative Period (months) 126 74
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.34 8.80
Sharpe Ratio 0.25 0.58
Sortino Ratio 0.37 0.81
Ulcer Index 4.29 6.90
Ratio: Return / Standard Deviation 0.78 0.96
Ratio: Return / Deepest Drawdown 0.21 0.17
Metrics calculated over the period 1 January 1927 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1927 - 30 June 2025 (~99 years)
30 Years
(1995/07 - 2025/06)

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10-year Treasury Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 59* 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 59* 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 June 2025 (~99 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
 5.24 -1.24 5.88 -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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