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time-weighted return

   Also found in: Acronyms 0.01 sec.
time-weighted return
A rate-of-return measure of portfolio performance that gives equal weight to each period included in the study regardless of any differences in amounts invested in each period.


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For each asset type, relevant performance data is provided, including long-term internal rates of return for private equity and time-weighted returns.
0 allows investment managers to load and calculate their portfolio data on a daily basis for true daily, time-weighted returns for additional flexibility.
The application generates real-time, AIMR(a)- compliant, daily time-weighted returns.
 
 
 
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