I am looking for a long time series of US Treasury bond returns (or index values). The problem with standard indices is that they go back to at most the 1980s, while I would like to also see the returns from the 70s. Publicly available sources like this one have long data but only in annual form, while I need at least monthly data. Would you know of sources with long histories of monthly returns?
The Bloomberg US Treasury Index (formerly Bloomberg Barclays US Treasury Index) has history going back to 1973. This is the most widely used US Treasury benchmark.
For even longer histories, Ibbotson's 5-year and 20-year government bond indices ("Ibbotson SBBI") have monthly histories since 1926. These are now available for free to CFA members.
FRED economic data is a good source for historical data. See https://fred.stlouisfed.org/series/DGS3MO for 3 month Treasury rates and https://fred.stlouisfed.org/series/DBAA for Baa corporate yields (since 1981). 10 Year Treasury rates have data from 1962 at https://fred.stlouisfed.org/series/DGS10. Data is available in daily, monthly, quarterly, and yearly form. I hope this helps.