Performance of TSPKey Strategies

TSPKey has three strategies to fit the preferences and risk-tolerances of different investors.

The table below shows a backtest of our three strategies since 2004. Note that the Legacy system’s results are real-time since 2017. It also shows a 60% stock/40% bond allocation using TSP funds. 60/40 allocations are often used as benchmarks when comparing investments. We will update this page to describe our three strategies in more detail.

You can see current year returns here.

Year Legacy 50 Day Low Risk 60/40*
2004 15.70 6.50 4.56 11.59
2005 10.25 12.69 1.53 7.34
2006 21.08 16.31 8.45 13.35
2007 13.99 20.66 7.17 7.28
2008 -0.05 13.35 4.64 -22.65
2009 11.99 5.50 13.67 20.83
2010 23.43 39.49 8.22 12.05
2011 3.54 15.36 1.74 0.27
2012 19.66 9.94 5.04 12.74
2013 28.66 9.71 15.33 17.81
2014 5.44 15.84 5.13 4.54
2015 0.71 6.69 -1.33 0.56
2016 10.75 11.00 7.56 7.30
2017** 14.79 5.88 12.14 14.07
2018** -7.61 9.04 2.14 -4.62
2019** 28.31 9.57 11.51 18.32

CAGR***

12.08 12.71 6.58 7.02
MaxDD**** 17.54 16.09 8.09 37.17
MAR***** 0.69 0.79 0.81 0.19

* 60/40 = 20% in each TSP Fund (G, F, C, S and I)
** Real-time returns for Legacy. 2004-2016 returns based on backtesting for Legacy and 2004-2019 were backtested for 50 Day and Low Risk
*** CAGR = Compound Annual Growth Rate
**** MAXDD = Max Drawdown. The biggest drop from a high point to a low point. The lower the number, the less risk.
***** MAR = CAGR / Max Drawdown. This measures the risk-adjusted return. The higher the number, the better.