TSP data

[Tim88M]

Per a report, the Federal Retirement Thrift Investment Board uses data going back to 1925. Is there anyway to get a hold of that data? Is that public record or could someone contact them for that data?

[cswift01]

Per a report, the Federal Retirement Thrift Investment Board uses data going back to 1925. Is there anyway to get a hold of that data? Is that public record or could someone contact them for that data?

My guess is that people will suggest that you look at the historical records of the S&P 500 and the other suggested funds (although the I Fund wasn't created until later).

Oh and this happened by chance, but today when I went to https://www.tsp.gov/InvestmentFunds/Fun ... turns.html I found out that you can change the year of the monthly returns so you can see via the TSP website their official numbers year by year organized by month. I didn't feel like pressing back a million times, so I'm not sure until which year they provide monthly data. It's available though.

Best,

Me

P.S. I bet I'm the last one to the "game" on the returns info.

[Aitrus]

cswift,

That page was the main one I used as the source data for my excel spreadsheets, and I did click back a million times to get to the very beginning. They go back to 1988 for the G, F and C Funds. S and I start up in 2001.

[cswift01]

cswift,

That page was the main one I used as the source data for my excel spreadsheets, and I did click back a million times to get to the very beginning. They go back to 1988 for the G, F and C Funds. S and I start up in 2001.

Thanks for doing that for us. I am still using that Excel sheet to help me organize my thoughts.

Best,

Me

[evilanne]

Per a report, the Federal Retirement Thrift Investment Board uses data going back to 1925. Is there anyway to get a hold of that data? Is that public record or could someone contact them for that data?

You can always ask nicely & see if they will provided it.
If that doesn't work, you can try submitting a FOIA request.

[Tim88M]

Thanks all! I had read a quote from someone on the Federal Retirement Thrift Investment Board in 2010, that stated something to the effect of "....the problem with the seasonal strategy is its only looking at data from 20 years...." I'm like we give us more data and let us back test the strategies against greater historical data. I hate it when people discount something, and then don't want to give you the information to make a more informed decision.

[cswift01]

Thanks all! I had read a quote from someone on the Federal Retirement Thrift Investment Board in 2010, that stated something to the effect of "....the problem with the seasonal strategy is its only looking at data from 20 years...." I'm like we give us more data and let us back test the strategies against greater historical data. I hate it when people discount something, and then don't want to give you the information to make a more informed decision.

Can you write that person directly? They might have mentioned seasonal strategies because that interests them.

Me

[Relevant]

Extrapolated S&P 500 Data dating back to January 1871 is available at:

http://www.econ.yale.edu/~shiller/data/ie_data.xls

[haywoodkb]

The Federal Reserve has an ocean of data that accessible and graphable at this site:
https://fred.stlouisfed.org/