TWRR Calculator

Calculates time weight returns of portfolio.

The following table describes the parameters for this API:

NameDataTypeDescription Mandatory Sample ValueNo. of decimals
cashflownumberCash flow for the dayY100, 0, 502
prevNavnumberPrevious day Net Asset ValueY1002
closeNavnumberClosing day Net Asset ValueY1202
date dateDate of transactionY2019-01-30T02:29:06.348Z
idnumber identifier for the recordY1,100

The following table describes the outputs for this API:

NameDataTypeDescription Sample ValueNo. of decimalsNotes 
startDatedatestart date of the sequence2019-01-28T02:29:06.348Z
endDatedateend date of the sequence2019-01-30T02:29:06.348Z
twrrnumberTime Weighted Rate of Return0.199999, 0.26Number limited to 6 decimals
resultsArrayArray of TWRR results which includes the daily rate and the date { "dailyReturn": 0.1, "date": "2019-01-28T02:29:06.348Z" }, { "dailyReturn": 0.199999, "date": "2019-01-30T02:29:06.348Z" }
dailyReturnsnumberreturn rate for the current date0.199999, 0.16Number limited to 6 decimal places (intended to be displayed as a percentage)
datedateDate of daily rate applied2019-01-30T02:29:06.348Z
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