Time Weighted Versus Money Weighted Return Calculator
Time Weighted Versus Money Weighted Return: a planned Super Calculator tool. Stub page: the tool, its formula and a worked example are not published yet.
Time Weighted Versus Money Weighted Return Calculator is a planned calculator in the finance section of Super Calculator, covering time value of money.
What this calculator will compute
Inputs: portfolio values at each flow date (currency), external cash flows (currency) and dates.
Outputs: time weighted return (%), money weighted return (%) and difference attribution.
Formula, recorded as scope and not yet verified against a primary source: Time weighted return chains sub period returns geometrically across every external cash flow date, isolating manager skill. Money weighted return is the internal rate of return on the investor cash flows. The Global Investment Performance Standards require time weighted reporting for composites.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.