About the 5,15,30 day returns...
Moderator: Aitrus
About the 5,15,30 day returns...
So I finally found that problem and fixed it. They should all be recalculated now.
But did you all realize that these are calendar-day returns that include weekends and holidays?
That threw me off when I was looking for the bug. The 5 day return for 6/30 is the difference from 6/30 - 6/25. So it's only 2 trading days. I'm not used to doing math that way.
Maybe you all knew that already. But is that the way it should work, or should the 5-day return (and others) show you the return from the last 5 trading days?
But did you all realize that these are calendar-day returns that include weekends and holidays?
That threw me off when I was looking for the bug. The 5 day return for 6/30 is the difference from 6/30 - 6/25. So it's only 2 trading days. I'm not used to doing math that way.
Maybe you all knew that already. But is that the way it should work, or should the 5-day return (and others) show you the return from the last 5 trading days?
Owner/creator of TSPcalc.com - "Know your numbers"
Re: About the 5,15,30 day returns...
Rock star
Re: About the 5,15,30 day returns...
Greatly Appreciated. My FAVORITE site!
- Tomanyiron
- Posts: 4973
- Joined: Mon Apr 26, 2010 6:39 am
Re: About the 5,15,30 day returns...
Only thing is, the G fund has gains every day, non-trading days also. Might be why it was like that.
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes
"Perfect numbers like perfect men are very rare." Rene Descartes
Re: About the 5,15,30 day returns...
But those gains don't get credited on non-trading days. Mondays are just bigger for the G fund.Tomanyiron wrote:Only thing is, the G fund has gains every day, non-trading days also. Might be why it was like that.
In further consideration, the trading-day method wouldn't make much sense for the 30 day, 90 day, 180 day, 1 year. Those all make intuitive sense to be calendar-day returns. So that's probably why the 5-day return is also based on calendar days.
Owner/creator of TSPcalc.com - "Know your numbers"
Re: About the 5,15,30 day returns...
How does the official TSP site calculate returns? I recommend using the same methodology.
Re: About the 5,15,30 day returns...
Ditto on the YOU ROCK! Got my favoite screen back 'Leaderboard 360 day'.mjedlin66 wrote:So I finally found that problem and fixed it. They should all be recalculated now.
But did you all realize that these are calendar-day returns that include weekends and holidays?
That threw me off when I was looking for the bug. The 5 day return for 6/30 is the difference from 6/30 - 6/25. So it's only 2 trading days. I'm not used to doing math that way.
Maybe you all knew that already. But is that the way it should work, or should the 5-day return (and others) show you the return from the last 5 trading days?
My thoughts probably 5 and 15 should be trading days. 30, 90, 180, and 360 should probably be calendar days.
Fund Prices2024-03-28
Fund | Price | Day | YTD |
G | $18.15 | 0.05% | 1.05% |
F | $19.08 | -0.06% | -0.74% |
C | $82.21 | 0.11% | 10.55% |
S | $82.43 | 0.30% | 6.92% |
I | $42.57 | -0.24% | 5.95% |
L2065 | $16.38 | 0.02% | 8.37% |
L2060 | $16.39 | 0.02% | 8.38% |
L2055 | $16.39 | 0.02% | 8.38% |
L2050 | $32.73 | 0.01% | 6.95% |
L2045 | $14.91 | 0.02% | 6.58% |
L2040 | $54.38 | 0.02% | 6.22% |
L2035 | $14.34 | 0.02% | 5.79% |
L2030 | $47.67 | 0.02% | 5.38% |
L2025 | $13.15 | 0.03% | 3.43% |
Linc | $25.61 | 0.03% | 2.82% |