A measure of the growth of an investment portfolio. It calculates the compounded rate of return, and the calculations are performed in a way to equally weigh the different periods. The resulting figure is a good measure of how well the investment manager did with managing the portfolio.
Related information about time-weighted rate of return:
- True time-weighted rate of return - Wikipedia, the free encyclopedia
True time-weighted rate of return (TWROR) is a measure of the historical performance of an investment portfolio in the presence of external flows (which are ...
- Time-Weighted Rate of Return Definition | Investopedia
A measure of the compound rate of growth in a portfolio. Because this method eliminates the distorting effects created by inflows of new money, it is used to ...
- CFA Level 1 Study Guide - Quantitative Methods - Money Vs. Time ...
Time-Weighted Rate of Return The time-weighted rate of return is the preferred industry standard as it is not sensitive to contributions or withdrawals. It is defined ...
- Time Weighted Rate of Return Key Concepts and Calculations
A Time Weighted Rate of Return (TWR) is a very well defined tool used to measure an asset or money manager's performance. It is strictly time weighted ...
- Time weighted rate of return - YouTube
Feb 4, 2009 ... See http://minute-class.com/finance/time-weighted-rate-of-return/
- Time Weighted Rate of Return - YouTube
Jul 14, 2012 ... Find the time weighted rate of return in an account with deposits or withdrawals.
- Time-weighted return
Finally, we compound the returns together to calculate the overall time-weighted rate of return: Time-weighted rate of return: [(1+0.05)*(1+0.115)*(1+0.118)]^0.33 ...
- Definition for Time-weighted Rate of Return - Russell Investments
Time-weighted Rate of Return. No definition for this category. No definition for this category. A method of computing rates of return based on the investment ...