TSPCalc Calculations

[Natedogg]

I'm using the TSPcalc website, which is amazing btw, and came accross a calc that was different than what I hand jammed. Exploring further, I found that most of the time my math matches the website's, but not always.

An example of this is in Strat 279894, the calc says the return for Nov 2006 was 1.74. Doing it by hand I get 0.55. Am I doing it wrong? Is there some other calculation involved?

Here's my work: Nov 2006 starts in C fund, moves to G fund end of 10th trading day, moves to S fund end of 13 td, and then moves to g fund end of 19th td.

The math with fund prices is (15.37/15.18)*(11.65/11.64)*(18.44/18.6)*(11.67/11.66)=1.0055, or .55%, not 1.74%.

I'm using the historical tsp prices from tsp.gov.
EDIT: I'm calculating starting price by using the end of the previous day for the fund getting transferred into.

Another date that I get different is Dec. 2008.

Anyone know what's happening?

[Bubba]

So, there are some places that calculations can go wrong (I've been doing this for a ton of years), so I'll throw out some considerations...not sure if any pertain to your question, so please don't take offense:
1. Did you calculate from the first trading window...as in the first trading day of November? If you arrive in November in the C fund (as in if you're there from the end of October), then the whole day of trading on the 1st of November gets factored into the calculation. This is almost always my hold up.
2. Try doing a comparison of someone who's only in the C fund to the strategy that you made. This might be an interesting comparison vs. someone that goes to the C fund on the 1st trading day.
3. If I see something really, really fishy, then I try to use another source to see what I get https://cagrcalculator.net/result/.
4. You could also grab the WayBack machine and check out our website (TSPcenter)...I suspect it was already there in 2006...but not sure. If you "whois" TSPcenter you might see the creation date.

Good luck!

best,

Bubba

[mjedlin66]

I can answer that.

November 11th, a holiday, fell on a Saturday that year. Typically, government offices take the Friday off instead. The TSP has been inconsistent in whether it posts "in-lieu-of holiday" share prices throughout the years. TSPcalc assumes that the TSP will consistently NOT post share prices for "in-lieu-of holidays". That means that it treads Nov 10th as a holiday. Re-run your calculation with November 10th not treated as a trading day.

[Natedogg]

Yup, that was it! Thanks!