All you need to know about TWR

all-you-need-to-know-about-TWR

When you are looking to determine your portfolio’s “pure” performance, one of the best metrics to use is the time-weighted return (TWR). What does “pure” mean though? And what does time-weighted actually mean? Money-weighted return The most commonly used return measure is the Internal Rate of Return (IRR), also known by its more descriptive name […]