Our Performance
Performance Metrics For Grow My TSP
The performance data below compares the individual TSP Funds vs. the Grow Fund* over various time periods. The key metrics are Rate of Return, Risk Adjusted Return, and Sharpe Ratio. It is important to understand how all three of these metrics provide an investor with a strategic picture of performance.
*The Grow Fund is an actively managed model of the five Thrift Savings Plan (TSP) funds. The model involves research and analysis of the market and its impact on the corresponding TSP Funds. The strategy of the model is to maximize TSP return while protecting against catastrophic loss, given the restrictions of the TSP rules.
Why do we only show out to 5 years? We only started actively using this model 5 years ago. Our analysts look for ways to refine the methodology over time.
This performance data is not a guarantee of future performance.
| As of 04/28/2023 | G Fund | F Fund | C Fund | S Fund | I Fund | Grow Fund | |
|---|---|---|---|---|---|---|---|
| YTD Return | 1.28% | 3.76% | 9.16% | 3.54% | 11.74% | 4.39% | |
| 1-Year Return | 3.62% | -0.25% | 2.62% | -5.94% | 10.19% | 8.91% | |
| 3-Year Return | 2.04% | -2.99% | 14.50% | 10.80% | 12.12% | 10.24% | |
| 5-Year Return | 2.17% | 1.29% | 11.41% | 5.54% | 4.03% | 7.77% |
The 1 year growth chart below is a representation of $100,000 invested in each individual TSP Fund vs. the Grow Fund over the depicted time frame. This chart is not a guarantee of future performance. Chart produced by Krug Investment Solutions.
TSP Personal Investment Performance (PIP)
The PIP for each individual TSP investor is calculated using the Modified Dietz Method. It is a snapshot of your personal investment performance. It is not designed to be compared to another investor’s PIP. Rate of return (ROR) is a much better comparison tool.
We recommend calculating your own Rate of Return, Risk Adjusted Rate, and Sharpe Ratio to better understand how much risk is associated with YOUR PIP and YOUR ACTUAL rate of return. Investors should strive for the highest ROR and the highest Sharpe Ratio.
The information presented on this site is not a recommendation or investment advice. We are sharing how we manage our TSP accounts for informational and educational purposes.
Feel free to follow, disregard, or make adjustments based on your personal risk tolerance. Some may choose to be more aggressive, or more conservative, based on their personal situation. The performance data listed is no guarantee of future performance.
