Portfolio Transformation
Time-Weighted Portfolio
Compute time-weighted portfolio values from portfolio values and portfolio contributions/withdrawals.
References
- Wikipedia, Time-weighted return
- Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
- Kenneth B. Gray, Jr. and Robert B. K. Dewar. 1971. Axiomatic Characterization of the Time-Weighted Rate of Return", Management Science, Vol. 18, No. 2, pp. B32-B35
post/portfolios/transformation/time-weighted
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- URLhttps://api.portfoliooptimizer.io/v1/portfolios/transformation/time-weighted
- AuthAPI key in header X-API-Key
Request body
Response
OK
Changes
No recorded changes to this operation across all 22 revisions of this API.