Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLT (iShares 20+ Year Treasury Bond ETF) | 1.85% | -2.61% | -4.46% | -9.44% | -0.43% | 1.89% | 2.70% | 3.85% |
Data as of 06/27/2025, AR inception is 07/31/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLT (iShares 20+ Year Treasury Bond ETF) | 07/31/2002 | 06/27/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.04 | -2.61 | -4.46 | -9.44 | -0.43 | 1.89 | 2.70 | 3.85 | 1.85 | -8.05 | 2.79 | -31.24 | -4.60 | 18.15 | 14.12 | -1.61 | 9.18 | 1.18 | -1.79 | 27.30 | -13.37 | 2.41 | 33.96 | 9.05 | -21.80 | 33.93 | 10.29 | 0.71 | 8.61 | 8.71 | 1.62 | 9.72 |
| Sharpe Ratio | NA | -0.51 | -0.48 | -0.70 | -0.13 | NA | NA | 0.17 | -0.09 | -0.82 | -0.05 | -1.61 | -0.33 | 0.83 | 1.06 | -0.32 | 0.88 | 0.07 | -0.12 | 2.57 | -1.02 | 0.17 | 1.68 | 0.56 | -1.18 | 1.93 | 0.73 | -0.37 | 0.68 | 0.78 | 0.07 | 1.88 |
| Standard Deviation(%) | NA | 14.31 | 17.07 | 16.21 | 15.20 | NA | NA | 14.47 | 14.32 | 14.21 | 18.42 | 20.35 | 13.85 | 21.52 | 11.93 | 9.27 | 9.70 | 12.95 | 15.62 | 10.61 | 13.18 | 14.22 | 20.18 | 16.08 | 18.58 | 17.01 | 9.80 | 7.36 | 9.31 | 9.85 | 12.55 | 12.59 |
| Draw Down(%) | NA | 14.79 | 28.51 | 48.35 | 48.35 | NA | NA | 48.35 | 9.23 | 12.84 | 22.44 | 36.64 | 14.89 | 15.73 | 8.24 | 9.73 | 5.11 | 17.88 | 15.80 | 5.03 | 17.05 | 10.11 | 10.91 | 15.09 | 25.02 | 7.49 | 7.90 | 9.25 | 7.11 | 10.86 | 15.69 | 6.68 |
| Yield(%) | 0.00 | 4.06 | 3.09 | 1.79 | 2.55 | 3.17 | 3.50 | 4.40 | 1.80 | 3.82 | 3.29 | 1.84 | 1.41 | 1.73 | 2.52 | 2.55 | 2.58 | 2.55 | 2.47 | 3.29 | 2.77 | 2.49 | 4.28 | 4.36 | 3.13 | 4.42 | 4.71 | 4.35 | 4.71 | 4.91 | 5.25 | 2.35 |
Data as of 06/27/2025, AR inception is 07/31/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLT (iShares 20+ Year Treasury Bond ETF) |
-17.25%
Oct 2020 - Oct 2023 |
-9.59%
May 2020 - May 2025 |
-2.01%
Jan 2015 - Jan 2025 |
1.51%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLT (iShares 20+ Year Treasury Bond ETF) |
15.28%
Jul 2009 - Jul 2012 |
12.57%
May 2007 - May 2012 |
9.37%
Mar 2010 - Mar 2020 |
7.73%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison Chart