Mark Leavy wrote:
My last off topic post on this thread...
A very hearty thanks to all who helped spot and identify the error(s) in my modeling spreadsheet.
Barrent, Pet Hog, Tyler, MG...
I think I've come to a better understanding of what "adjusted returns" means. I used to think it was just "split adjusted" but now know that on Yahoo it also means dividend adjusted.
PLEASE DON'T USE THE SPREADSHEET I POSTED!
Tyler's fix will cover most of the corrections, but I'm still worried now that the last few months of data are a mix of "Split Adjusted" and "Yahoo adjusted" data.
Give me a few days to do an update. I really want the daily returns to reflect the split adjusted closing prices - and the dividends to go to cash. That is more in line with how my personal finances work.
I'll repost once I get it fixed - as I truly appreciate the scrutiny, honesty and wealth of experience on this board.
Mark
A quick post for closure...
I scrubbed my spreadsheet to ensure that all closing numbers are not split or dividend adjusted.
I handled splits by increasing share count - the same as it would happen in your personal account.
All dividends from TLT and VTI go to SHY.
I added in dividends
from SHY to SHY.
I checked it against PeakToTrough over the same period (using 1 year treasuries instead of SHY and 30 year T-Bonds instead of TLT). (15/35 bands) (dividends not reinvested). With a $10,000 starting value there was only $7 difference over the 11 years.
Again - a huge thanks to all who helped with the errors in this spreadsheet.
I'm posting an updated link, because I said I would, but really, you should just use Tyler's charts. I think they are fantastic and I wish I had come up with them.
And of course, many thanks to PeakToTrough.
Mark
(30 day expiration)
https://www.dropbox.com/s/vz6engyyma981 ... .xlsx?dl=0