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A comment on Investment Portfolio Tracker – automated portfolio return calcs and benchmarking.

Re:Investment Portfolio Tracker – automated portfolio return... by earthWindFi on Thursday April 04, 2024 @08:19AM (#39929465)
Looks promising. Does this sheet calculate both money-weighted returns and time-weighted returns?
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Re:Investment Portfolio Tracker – automated portfolio return... by getToTheChopin on Thursday April 04, 2024 @08:25AM (#39929516)
Yes 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.

[ Parent | on HN ]