Here is a big fat collection of portfolios, with their September 2011 returns, 2011 YTD return, and annualized returns since 1999, 2001, 2006 and 2008 (12 years 9 months, 10 years 9 months, 5 years 9 months, 3 years 9 months). I broke them into four categories, roughly corresponding to 100/0, 80/20, 60/40, 40/60 stock/bond portfolios, sorted by Total Return since 2001. The 3 fund is 50/30/20 Total Stock/Total Int'l/Total Bond. The s&d is 10 each of VFINX, VIVAX, NAESX, VISVX, VGSIX, 25 VGTSX, 5 VINEX, 20 VBMFX. The coffeehouse is a 60/40 described at The Coffeehouse Investor. The Newsletter portfolios are from a newsletter following Vanguard funds. William Bernstein's "Sheltered Sam" is an all stock portfolio which is 20% VFINX, 25% VIVAX, 5% NAESX, 15% VISVX, 10% VGSIX, 3% VGPMX, 5% each VEURX, VPACX, VEIEX, and 7% VTRIX. The madsinger portfolio is my real-world portfolio, roughly 62/5/3/30 stock/REIT/PM/bond.

As of 09/30/2011, my year-to-date return is –10.23. My annualized quarterly, one-year, three-year, and five-year rate of returns are -43.51%, -4.19%, 2.48%, and 1.65, respectively.

My best fund year-to-date has been the TSP G Fund with a year-to-date return of 2.01%. My annualized quarterly, one-year, and three year rate of returns are 2.29%, 2.58%. and 2.86, respectively.

My worst performing fund year-to-date has been the Vanguard Emerging Markets Stock Index Fund Admiral Shares class with a year-to-date return of –23.28%. My annualized quarterly return is -66.25%. (I have held the Admiral Shares class of this fund only since October 6, 2010.)

My retirement portfolio currently is divided among the following two investment vehicles:

65.40%: Vanguard Roth IRA (My year-to-date return is –15.41%. My annualized quarterly, one-year, three-year, and five-year returns are –57.22%, -7.28%, 2.65%, and 1.60%, respectively).

34.60%: Thrift Savings Plan (My year-to-date return is 2.01%. My annualized quarterly, one-year, three-year, and five-year returns are 2.29%, 2.69%, 1.21%, and 0.07, respectively).

My target allocation for my retirement portfolio is 72/28 Equity/Fixed Income. Specifically, my target allocations are as follows:

12%: Domestic Large-Cap Value
12%: Domestic Small-Cap Value
12%: Domestic REIT
06%: Foreign Markets Large – Developed – Europe
06%: Foreign Markets Large – Developed – Pacific
12%: Foreign Markets Small – Developed and Emerging
12%: Foreign Markets Large – Emerging
28%: Fixed Income

As of 09/30/2011, my equity/fixed Income allocation is split 65/35. Specifically, my current allocations (as of 09/30/2011) are as follows.

11.09%: Domestic Large-Cap Value (VIVAX)
10.13%: Domestic Small-Cap Value (VSAIX)
12.20%: Domestic REIT (VGSLX)
05.32%: Foreign Markets Large – Developed – Europe (VEURX)
05.42%: Foreign Markets Large – Developed – Pacific (VPACX)
10.93%: Foreign Markets Small – Developed and Emerging (VSFVX)
10.32%: Foreign Markets Large – Emerging (VEMAX)
34.60%: Fixed Income (TSP G Fund)

(Does not add to 100.00% because of rounding.)

All in all, not a good quarter and a disappointment to a year that had started out with so much promise.

Most US stocks down over 7% for the month. Small caps had double digit losses...Vanguard's Precious Metals fund down over -20% for the month. Bonds had a positive month.

Hot Hands are down almost -35% since Jan 2008. Wellesley up almost 20% over the same period of 3 years and 9 months.

Thanks for posting, Gordon. Let's hope these quarterly returns don't get "annualized"! (it would be quite "historical" to have losses like these for four straight quarters!)

Thank you, investor, for the numbers. I noticed on the website, the "income" model lists a +1.5% YTD, but your numbers (-1.5%) agree with the monthly return.

I've updated the chart to include the newsletter returns.

Wellesley continues to widen its return gap over all other portfolios. Its 6.10% annualized return since January 2006 is more than 2 percentage points above the "second place" (Wellington...it's big brother).

The madsinger portfolio is only surpassed by the W siblings and coffeehouse since 2006. However, my overweighting of "small", my bonds being all short term, and that little nod to precious metals have all had a negative impact on returns this year (compared with the more "total-y" portfolios).

I'm not a big believer of "cycles" for investing...but if one looks at those 18 year things...(1946-1964 up), (1964-1982 down), (1982-2000 up)....I'd like to think that we're more than half way through this current cycle (...but...do I really have to wait seven more years?)

Wishing you all situation appropriate portfolios, and success in achieving your financial goals!