If you have yield curve data going back to 1871 feel free to excoriate me (just be sure to release that data into the public domain so I can use it!).
SAVINGS BONDS WIZARD FOR WINDOWS 10 2018 SERIES
For an example of this method breaking down, see the constant maturity series for - the 10 year prevailing yield was 1.86%, but the 7 year yield was 1.25%. Why does that matter? Using the 10 year yield at the 7 year mark assumes a flat yield curve. Since we only have a 10-year yield number, we had to take some liberties when calculating bond prices - we properly compute dirty and clean prices of the bonds, but we are assuming that bonds are sold at the 7 year mark asking for the 10 year yield. The calculator assumes bonds are bought at face value with no transaction fees and a tax rate of 0%. Try: // Aggregate with Monthly // Aggregate with AverageĪ 10 Year Treasury note pays a coupon every 6 months. Louis FRED and the 10 Year Constant Maturity yield. You can reproduce the monthly values using St. What does that mean? It means, in short, these numbers are 'fake' - they are a blend of the yields available throughout the months (on 'average'), had a new 10 year note even been sold that month. One thing to note is that the month's '10-Year Yield Price' isn't the price on a particular day, but the blended average of daily yields, comparable to the 10 Year Yields (also known as ' constant maturity') which you can find at the Treasury's site. Professor Shiller lists his methodology on his site - all values internal to this tool use the values he provided. Methodology for the Treasury Return Calculator Hit the checkbox above the buttons to turn on or off the inflation adjustment, and rerun the calculator for the opposite adjustment. Inflation Adjusted (CPI)? - Whether the calculation you did is using CPI adjusted values gathered by Shiller, or showing return before inflation.This number basically gives your 'return per year' if your time period was compressed or expanded to a 12 month timeframe. Annualized 10 Year Treasury Return - The total price return of 10 Year Treasuries (as above), annualized.So if you buy and sell the same month, it'll be 0. Reinvested 10 Year Treasury Return - The total price return of 10 Year Treasuries over the time-frame you chose.
In the case of the 10-Year Treasury, investors will eyeball a chart of historic yields but past that point it's hard to figure out what the returns for 'staying in the market' would be without, at minimum, a spreadsheet program. One issue you run into a lot when you are discussing optimal savings strategies is the inability to produce a fair comparison (or, at least, not pay someone for one) - especially when it comes to bonds and treasuries. The 10-Year Treasury Return Calculator (With Inflation Adjustment and Coupon Payment Reinvestment) (If you are looking for a similar calculator for the S&P 500 with Dividends Reinvested, Gold, or Daily Inflation we've got that too.)Įditor: Last data is closing price. You can see the total returns for the 10 Year Treasury for any arbitrary period from 1871 until today. The Treasury Return Calculator below uses long run 10-year Treasury Data from Robert Shiller to compute returns based on reinvesting the coupon payments.
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