Performance & Return

Time-Weighted Return

Definition

A return measure that removes the effect of cash flows to show the performance of the investment strategy itself.

Time-weighted return compounds sub-period returns between external cash flows, isolating the performance of the invested capital from the investor's contribution timing.

Why it matters

It is the standard for comparing portfolio managers or strategies because it is not distorted by the timing of deposits and withdrawals.

What most investors miss

The gap between what the term means and how it is usually applied.

They use time-weighted return to evaluate their own results. If they added capital at a bad time money-weighted return will reflect that. Time-weighted will not.

How to read it

Use time-weighted return when comparing your portfolio to a benchmark or another strategy. It levels the playing field.

Multi-account lens

How this term reads differently across brokers and accounts.

Calculating time-weighted return across multiple accounts requires complete transaction records from every broker. Gaps in one account corrupt the result.

Concrete example

What this looks like with real numbers.

Scenario

A portfolio grew 28% over three years (TWR). The investor added £120,000 just before two market dips. Money-weighted return: 9.4%. TWR strips out timing distortions to show what the invested strategy returned, independent of cash flow decisions.

What it reveals

TWR is the right metric for comparing strategies or managers. MWR is the right metric for understanding the investor's lived result.

Diagnosis first, then workflow, then fit.

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