Time-Weighted Rate of Return – TWR

fbleitao · May 2021

Hello,

Does anyone know if there is a metric that computes "Time-Weighted Rate of Return – TWR"?

Best Regards

VidasMatelis · May 2021

Portfolio Slicer has "Annzd RoR" measure that calculates internal rate of return based on Excel function XIRR: https://support.microsoft.com/en-us/office/xirr-function-de1242ec-6477-445b-b11b-a303ad9adc9d. Based on this article (https://thefinancebuff.com/personal-rate-of-return-dollar-weighted.html) this is dollar weighted rate of return. There is no time weighted rate of return measure in Portfolio Slicer.

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