When I went to bed last night I started to think about this and the light bulb went off! The calculator isn't wrong and the yield doesn't change, what I bought is locked in.
I have been buying T bills since May. I have bought at various times, no schedule just whenever. I buy 1 or 2 or 4 or 5 or 10, whatever so no consistency, each purchase is different as to the number of bills bought. I have been mixing purchases of 4 week, 8 week, 13 week and 26 week bills again randomly. So it is a bit of a "stew" as to what I own and it is in both my taxable and RO IRA.
But this is why I am getting a slightly different annual yield on a few purchases... while 95% of my purchases have been at auction, I did 2 or 3 on the secondary market to see how that worked. So here I am putting the numbers into the calculator and using
4 weeks for the time to maturity when the purchases on the secondary can be 34 days or 36 days! Needless to say, that is throwing off the annual yield when I tell the calculator the time period is 28 days and the % does not match what I calced when I bought them knowing the time period was not 4 weeks!
I have a mish mosh of all these random purchases and it is in both my taxable and RO IRA accounts. This is why I would print the confirmation from Vanguard and calc the % when they settled. Going back yesterday and forgetting a few of these were not for the 4 week time period was the problem.
I have stopped buying random numbers of T bills randomly re the calendar/account. Now each weekend I buy 14 3 month bills at auction, one week it is in my taxable account and the following week it will be in my RO IRA and no more secondary market purchases. I think staying on this schedule this will simplify what I hold and where it is held. In a month all but 1 purchase will have matured and all those random buys will be gone.