Consolidated Returns as of 30 June 2024
Holding the iShares 20+ Year Treasury Bond (TLT) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~154 years), the longest period with a negative return lasted 170 months (from December 1945 to January 1960).
This means that every rolling period of 171 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares 20+ Year Treasury Bond (TLT) ETF: Historical 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
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The annualized return of the last 10 years has been 0.30% (updated at Jun 30, 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.20% |
+67.15%
Apr 1985 - Mar 1986 |
-33.64%
Nov 2021 - Oct 2022 |
20.97%
384 out of 1831 |
US Inflation Adjusted | +2.76% |
+63.62%
Apr 1985 - Mar 1986 |
-38.41%
Nov 2021 - Oct 2022 |
38.94%
713 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.17% |
+49.11%
Jul 1984 - Jun 1986 |
-22.92%
Nov 2021 - Oct 2023 |
12.09%
220 out of 1819 |
US Inflation Adjusted | +2.89% |
+45.17%
Jul 1984 - Jun 1986 |
-26.92%
Nov 2021 - Oct 2023 |
31.01%
564 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.26% |
+30.06%
Sep 1983 - Aug 1986 |
-17.32%
Nov 2020 - Oct 2023 |
8.25%
149 out of 1807 |
US Inflation Adjusted | +3.07% |
+26.19%
Sep 1983 - Aug 1986 |
-21.80%
Nov 2020 - Oct 2023 |
29.77%
538 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.44% |
+30.03%
Jul 1982 - Jun 1986 |
-12.78%
May 2020 - Apr 2024 |
6.18%
111 out of 1795 |
US Inflation Adjusted | +2.88% |
+26.18%
Jul 1982 - Jun 1986 |
-17.05%
May 2020 - Apr 2024 |
29.53%
530 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+28.14%
Sep 1981 - Aug 1986 |
-5.15%
Jun 2019 - May 2024 |
4.32%
77 out of 1783 |
US Inflation Adjusted | +2.83% |
+23.78%
Sep 1981 - Aug 1986 |
-12.22%
Jul 1915 - Jun 1920 |
32.31%
576 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.32% |
+22.00%
Mar 1981 - Feb 1987 |
-4.35%
Nov 2017 - Oct 2023 |
3.73%
66 out of 1771 |
US Inflation Adjusted | +2.89% |
+17.23%
Mar 1981 - Feb 1987 |
-9.78%
Jul 1914 - Jun 1920 |
31.79%
563 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.25% |
+20.15%
Oct 1981 - Sep 1988 |
-4.12%
Nov 2016 - Oct 2023 |
3.24%
57 out of 1759 |
US Inflation Adjusted | +3.10% |
+15.94%
Oct 1981 - Sep 1988 |
-8.20%
Jun 1913 - May 1920 |
31.72%
558 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.35% |
+19.46%
Oct 1981 - Sep 1989 |
-2.76%
Jul 2016 - Jun 2024 |
2.40%
42 out of 1747 |
US Inflation Adjusted | +3.12% |
+15.16%
Oct 1981 - Sep 1989 |
-7.90%
Oct 1973 - Sep 1981 |
32.80%
573 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.41% |
+17.32%
Oct 1981 - Sep 1990 |
-1.65%
Nov 2014 - Oct 2023 |
1.90%
33 out of 1735 |
US Inflation Adjusted | +3.10% |
+13.00%
Jul 1984 - Jun 1993 |
-7.28%
Oct 1972 - Sep 1981 |
33.37%
579 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.38% |
+17.64%
Oct 1981 - Sep 1991 |
-0.83%
Jan 1950 - Dec 1959 |
0.87%
15 out of 1723 |
US Inflation Adjusted | +3.00% |
+13.18%
Oct 1981 - Sep 1991 |
-6.48%
Oct 1971 - Sep 1981 |
35.23%
607 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.42% |
+17.19%
Oct 1981 - Sep 1992 |
-1.12%
Nov 2012 - Oct 2023 |
0.47%
8 out of 1711 |
US Inflation Adjusted | +3.13% |
+12.84%
Oct 1981 - Sep 1992 |
-4.88%
Oct 1970 - Sep 1981 |
34.48%
590 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.33% |
+17.41%
Oct 1981 - Sep 1993 |
-0.38%
Jun 2012 - May 2024 |
0.41%
7 out of 1699 |
US Inflation Adjusted | +3.13% |
+13.16%
Oct 1981 - Sep 1993 |
-4.68%
Sep 1969 - Aug 1981 |
32.73%
556 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.31% |
+15.21%
Nov 1980 - Oct 1993 |
-0.03%
Jan 1947 - Dec 1959 |
0.12%
2 out of 1687 |
US Inflation Adjusted | +3.05% |
+11.02%
Jul 1982 - Jun 1995 |
-5.32%
Oct 1968 - Sep 1981 |
31.83%
537 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.28% |
+15.55%
Oct 1981 - Sep 1995 |
-0.01%
Feb 1946 - Jan 1960 |
0.06%
1 out of 1675 |
US Inflation Adjusted | +2.88% |
+11.51%
Oct 1981 - Sep 1995 |
-5.07%
Oct 1967 - Sep 1981 |
32.30%
541 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.26% |
+14.59%
Oct 1981 - Sep 1996 |
+0.07%
Jan 1955 - Dec 1969 |
0.00%
0 out of 1663 |
US Inflation Adjusted | +2.62% |
+10.64%
Oct 1981 - Sep 1996 |
-4.98%
Oct 1966 - Sep 1981 |
32.65%
543 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.26% |
+14.46%
Oct 1981 - Sep 1997 |
+0.20%
Jun 1954 - May 1970 |
0.00%
0 out of 1651 |
US Inflation Adjusted | +2.58% |
+10.60%
Oct 1981 - Sep 1997 |
-4.98%
Oct 1965 - Sep 1981 |
31.07%
513 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.27% |
+14.84%
Oct 1981 - Sep 1998 |
+0.51%
Jan 1953 - Dec 1969 |
0.00%
0 out of 1639 |
US Inflation Adjusted | +2.50% |
+11.09%
Oct 1981 - Sep 1998 |
-4.67%
Oct 1964 - Sep 1981 |
30.32%
497 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.27% |
+13.45%
Oct 1981 - Sep 1999 |
+0.50%
Jun 1952 - May 1970 |
0.00%
0 out of 1627 |
US Inflation Adjusted | +2.51% |
+9.80%
Oct 1981 - Sep 1999 |
-4.32%
Oct 1963 - Sep 1981 |
31.16%
507 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.27% |
+13.24%
Oct 1981 - Sep 2000 |
+0.31%
Jan 1951 - Dec 1969 |
0.00%
0 out of 1615 |
US Inflation Adjusted | +2.45% |
+9.58%
Oct 1981 - Sep 2000 |
-4.05%
Oct 1962 - Sep 1981 |
31.02%
501 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.26% |
+13.28%
Oct 1981 - Sep 2001 |
+0.24%
Jan 1950 - Dec 1969 |
0.00%
0 out of 1603 |
US Inflation Adjusted | +2.51% |
+9.66%
Oct 1981 - Sep 2001 |
-3.73%
Oct 1961 - Sep 1981 |
30.13%
483 out of 1603 |
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To obtain comprehensive information, please consult the iShares 20+ Year Treasury Bond (TLT) ETF: Historical Returns page.