All Glossary Terms
Return Metrics

Time-Weighted Return (TWR)

Definition

TWR measures portfolio performance by eliminating the effect of cash flows (deposits and withdrawals). It's the standard for comparing fund manager performance since it isolates investment decisions from investor behaviour.

Formula

TWR = [(1+R1) × (1+R2) × ... × (1+Rn)] - 1 where Ri = return between cash flows

Example

If your portfolio returns 5% in Q1, then you deposit more money, and returns 3% in Q2: TWR = (1.05)(1.03) - 1 = 8.15%, regardless of the deposit amount.

How AllInvestView Uses This

AllInvestView calculates both TWR and IRR on your dashboard. Read our portfolio returns guide to understand which to use.