Historical daily prices of Thrift Savings Plan funds
Ever wish you had the daily prices of all the Thrift Savings Plan funds, going back to 1995, in one convenient spreadsheet? For example, you might need it if you want to track your profits or if you want to test your trading system ideas on actual data.
Unfortunately, there are a couple of problems with the way that the TSP website presents historical price data. For starters, it is inconvenient. The website only gives you 30 days of data at a time, in reverse chronological order. If you need years of data, getting it involves lots of clicking, copying, switching windows, and pasting.
But the real issue is that the TSP website only gives you daily prices starting in June 2003. What about the prices before then? The Individual funds were launched years before then. The stock market crash of 2000 - 2002 occurred before then — and if you are testing a trading system, you better make sure that it performs well in a market crash.
Here at Peaceful Gains we've solved these problems, and we want to share the solution with everyone. We give you, in a single spreadsheet, the daily prices of all the TSP funds starting in January 1995. The spreadsheet is released under the Creative Commons Attribution-Share Alike 3.0 United States license. This basically means that anyone is free to use the spreadsheet as long as, when they distribute the resultant work, they release it under a compatible license and acknowledge us by linking back to our site.
Historical daily prices of Thrift Savings Plan (TSP) funds: 1995 - 2008 (.csv)
The file is in the comma-separated values (CSV) format, which can be opened by any spreadsheet program, including Excel, as well as by any text editor.
Prior to June 2003, TSP funds were not priced daily. We have estimated the daily prices before June 2003 by using similar price series that do have daily data, such as corresponding indices, and adjusting them to match the monthly returns reported by TSP. This gives accurate estimates of daily prices.
For funds that were launched after 1995, the daily price data starts from the fund's launch date. Namely, the S and the I funds were launched in May 2001; the Lifecycle funds were launched in August 2005.
The dates are given in in yyyymmdd format (ISO 8601), where yyyy is the four-digit year, mm is the two-digit month, and dd is the two-digit day.
Enjoy, and happy trading!