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Looks promising. Does this sheet calculate both money-weighted returns and time-weighted returns?
by earthWindFi 2y ago
Looks promising. Does this sheet calculate both money-weighted returns and time-weighted returns?
- getToTheChopin 2y agoYes it does calculate your portfolio return using both methods. The money-weighted return is simpler to calculate, leveraging the XIRR formula built into Google Sheets. The time-weighted return is calculated using a script that cycles through each month in your trading history, calculating the starting balance / investment return / ending portfolio balance at each month. Those monthly rates of return are then chained together to calculate your aggregate time-weighted return.