Goverment TSP Rebalnace between funds reflect incorrect returns

I rebalnce in January by moving money from my G Funds to Small Caps ( S fund and the I fund ( international) My problem is that my reports show a 26 % return prior to the exchange to a 12 % loss after. I tried to sell and Buy and Shares in and out. In my opinion the reports dont actually reflect the returns after the transfer within the same account. Is there a way to rebalance within the TSP account and show real results.
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This is the first time I ever seen that Quicken supports the TSP. I am using Q05. How are you Q to spoort the TSP?
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Dennis G. Rears

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