I am backtesting a strategy which involves rolling the nearest month of ZB (long-term treasury bond futures). I can't find a total return index for ZB futures that goes back long enough, so I am thinking about using TLT or VUSTX as a proxy. The later starts from the 90s. Does anyone know how large the difference between the performance of VUSTX vs rolling the front month ZB is? If the difference is just as small as the difference between TLT and VUSTX then it's considered pretty small and it's good for my purpose. Thanks.