Ok, found it. I have a subscription to the WSJ online and under MarketWatch you can type in the date that you want to see the return on and it shows you the return at close on the 3 month TBill. You would think this info wouldn't be hard to find. I can go to Yahoo Finance and find the historical prices of and stock without any hassle, but finding the returns on a specific day for a TBill of all things took a lot of hunting. Am I missing some obvious feature on Yahoo Finance or CNN Money that would let me do this?