Discover how the Modified Dietz Method measures investment returns, factoring in cash flow timing and excluding skewing ...
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Time-Weighted Return

What Is Time-Weighted Return? Time-weighted return (TWR) is a method of measuring investment performance that accounts for the impact of cash flows and the timing of those flows. This method is ...
Of the many ways to measure an investment, time- and dollar-weighting are two of the most common. The time-weighted return on investment tells you how it performed objectively. If someone placed $1 in ...