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Time-weighted return

Index Time-weighted return

The time-weighted return (TWR) is a method of calculating investment return. [1]

7 relations: Internal rate of return, Modified Dietz method, Net present value, Private equity, Rate of return, Rate of return on a portfolio, Simple Dietz method.

Internal rate of return

The internal rate of return (IRR) is a method of calculating rate of return.

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Modified Dietz method

The modified Dietz method is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows.

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Net present value

In finance, the net present value (NPV) or net present worth (NPW) is a measurement of profit calculated by subtracting the present values (PV) of cash outflows (including initial cost) from the present values of cash inflows over a period of time.

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Private equity

Private equity typically refers to investment funds organized as limited partnerships that are not publicly traded and whose investors are typically large institutional investors, university endowments, or wealthy individuals.

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Rate of return

In finance, return is a profit on an investment.

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Rate of return on a portfolio

The rate of return on a portfolio is the ratio of income generated (whether realized or not) by a portfolio to the size of the portfolio.

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Simple Dietz method

The simple Dietz method is a means of measuring historical investment portfolio performance, compensating for external flows into/out of the portfolio during the period.

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Redirects here:

True Time-Weighted Rate of Return, True time-weighted rate of return.

References

[1] https://en.wikipedia.org/wiki/Time-weighted_return

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