Downloadable Historical TSP Share Prices?

[elufints]

Anyone know where to get historical TSP share prices that can be downloaded into an Excell file? I would like the actual TSP share prices, NOT the prices of indexes they follow. Thanks!

[NiteFlyer]

You can get them from the TSP.GOV site. I did a week or two ago. I don't seemed to have save the file on this PC though. Maybe it is at home.

Here's the link: https://www.tsp.gov/investmentfunds/shareprice/sharePriceHistory.shtml

[elufints]

Thanks, I know how to look up prices on the TSP.GOV site, but couldn't find anywhere to download data to an Excell file. I'm looking do download years worth of data. Can you provide a link?

Got your link from your edited post ... I'll try it out .. thanks!

[NiteFlyer]

There's the long way... since that's in a table format, 30 days at a time, you can cut and paste each page into Excel. Maybe someone has already done that somewhere or, there's a way to pull up the source of that table from TSP.GOV?

[elufints]

Yes, I knew I could cut and paste a page at a time, but like you said, that's the long way to do multiple years. Was hopoing to find it already in Excell format somewhere. Thanks anyway!

[NiteFlyer]

If you find a complete file, please post where we can get it. I'll do the same if I find or make one from the TSP site. I've been considering putting together a "best possible return" chart using our EFT limitations. I thought it would be insteresing to compare "perfect transfer points" to what was actually done and show what the maximum possible return could have been if someone had hit all those perfect timings.

[elufints]

I think you and I are on the same thought process on this one.

[blueroadster]

If you PM me your email address, I'll send you my file that has all of the TSP share prices. The file is about 2.5MB since there are a lot of calculations and charts that are automatically generated whenever new daily TSP share prices are added.

[craigerv]

I put this together for myself a while back and have been updating it as I go. Updated through mid December, enjoy.

[blueroadster]

If you PM me your email address, I'll send a copy of the my Excel file as well. In the file, perfect transfer points are automatically calculated on a daily basis. Those perfect transfer points are then mapped to another worksheet where best daily funds are shown from year to year (i.e., rows indicate the yearly trade day and columns indicate the specific year). With that worksheet, you can then see for example what the best fund on the 59th trading day was for each year along with percentage returns from July 2003 to date.

[elufints]

Great data ... thanks!

[elufints]

I've sent my email through PM. Very interested to see your file, sounds very similar to what I wanted to do. Thanks so much!

[PessOptimist]

I put this together for myself a while back and have been updating it as I go. Updated through mid December, enjoy.

Thank You for posting that Craigerv. I know how much effort went in to creating that and I could not find the one I made.

Reviewing my statements back in '08, I found that previous to the date in Craigerv's spread sheet they did not list the number of shares or the share price. The share price was occasionally listed as $1 in early 2003.

Previous to that was it "relax future millionaire, we have everything under control." I can't remember, was it Barclay's, Blackrock, JPMC who controlled it?

I set my allocations to 50/25/25 G/F/C and pretty much forgot about it until late '08

PO

[blueroadster]

I've sent my email through PM. Very interested to see your file, sounds very similar to what I wanted to do. Thanks so much!

Sent to your email address.

[elufints]

Thanks PessOptimist for insight. Now I know why there isn't any data prior to mid 2003.
Thanks also to everyone else for the data in info ... its really helpfull. Best of luck to all of you.

[nasa1974]

It's not the daily price per share you are looking for but Govexec.com provides the monthly returns all the way back to 1988. This could add a different look to your Excel program.

[PessOptimist]

I sent an e-mail to TSP about a week ago asking about daily share prices. This is what I got as a reply.


This responds to your inquiry of January 3, 2013, concerning your TSP account. You asked if the daily share prices of the TSP investment funds are available since the fund inception dates.

From its inception in April 1987 through the implementation of the new record keeping system in 2003, the TSP was a monthly valued, dollar-based plan, which meant that the value of the assets in participants’ accounts was determined once a month, as of month end, when monthly earnings were posted to participant accounts. All transactions and account balances in the record keeping system were accounted for and presented to participants (e.g., on the TSP participant statement, Website, or ThriftLine) solely in dollars. With the implementation of the new record keeping system, the TSP converted from monthly valuation to daily valuation and from a dollar-based to a share-based system. This means that the value of your account is determined each business day based on the daily share price and the number of shares you hold in each fund.

When TSP converted all fund balances into shares it did so by using an initial share price of $10.00. The $10.00 share price was selected because it was a round number that could easily be used to convert dollar balances into shares. This established a baseline, or starting point, as of May 31, 2003 (the last business day in the previous system). From that date forward, the share prices in each fund have changed at different rates, depending upon the returns of that investment fund.

Current share prices are available from the TSP Website at www.tsp.gov (http://www.tsp.gov) or from the toll-free ThriftLine at 1-877-968-3778. Historical share prices are available from the TSP Website.

I hope this information is helpful. If you have further questions, you may contact the TSP through the Message Center or call the ThriftLine, toll-free, at 1-877-968-3778 and opt to speak with a Participant Service Representative. Callers outside the United States and Canada should call (404) 233-4400 (not a toll-free number). The TSP hours are Monday through Friday, 7 a.m. to 9 p.m. Eastern time. You may also write to the TSP at the address provided on the website under "Contact TSP".

Sounds like the only info prior to June 03 will be the monthly return mentioned by nasa.

PO