About the 5,15,30 day returns...

General TSP Discussion.

Moderator: Aitrus

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What should the 5 day return tell you?

Return from the last 5 calendar days (6/25 - 6/30)
2
9%
Return from the last 5 trading days (6/23 - 6/30)
20
91%
 
Total votes: 22

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mjedlin66
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Joined: Wed Oct 02, 2013 7:51 pm

About the 5,15,30 day returns...

Post by mjedlin66 »

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?
Owner/creator of TSPcalc.com - "Know your numbers"

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bloobs
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Joined: Tue May 21, 2019 8:00 pm

Re: About the 5,15,30 day returns...

Post by bloobs »

Rock star :!:

SUBTRAIN
Posts: 9
Joined: Tue Oct 03, 2017 10:01 pm

Re: About the 5,15,30 day returns...

Post by SUBTRAIN »

Greatly Appreciated. My FAVORITE site!

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Tomanyiron
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Joined: Mon Apr 26, 2010 6:39 am

Re: About the 5,15,30 day returns...

Post by Tomanyiron »

Only thing is, the G fund has gains every day, non-trading days also. :roll: 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

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mjedlin66
Site Admin
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Joined: Wed Oct 02, 2013 7:51 pm

Re: About the 5,15,30 day returns...

Post by mjedlin66 »

Tomanyiron wrote:Only thing is, the G fund has gains every day, non-trading days also. :roll: Might be why it was like that.
But those gains don't get credited on non-trading days. Mondays are just bigger for the G fund.

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"

jdeacon
Posts: 136
Joined: Fri Mar 05, 2010 4:38 pm

Re: About the 5,15,30 day returns...

Post by jdeacon »

How does the official TSP site calculate returns? I recommend using the same methodology.

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TopComm
Posts: 78
Joined: Thu Jun 03, 2010 7:02 pm

Re: About the 5,15,30 day returns...

Post by TopComm »

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?
Ditto on the YOU ROCK! Got my favoite screen back 'Leaderboard 360 day'.
My thoughts probably 5 and 15 should be trading days. 30, 90, 180, and 360 should probably be calendar days.

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Fund Prices2024-03-28

FundPriceDayYTD
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%

Live Charts

Pending Allocations

Under development. For now, you may view Pending Allocations by going to "fantasy TSP" and selecting "Leaderboard sort" of "Pending Allocations".