facebookCan someone help explain how syfe time weighted return work? cause the time weighted return is positive while my portfolio return is negative. eg. +10% time weighted, -$100 portfolio return. - Seedly

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Anonymous

29 Jan 2022

General Investing

Can someone help explain how syfe time weighted return work? cause the time weighted return is positive while my portfolio return is negative. eg. +10% time weighted, -$100 portfolio return.

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TWR just looks at your investment return without considering cash flows (ie new deposits, withdrawals). Whereas money weighted return factors in the component of the size & timing of cashflows.

https://www.betterment.com/resources/betterment...

https://www.investopedia.com/terms/t/time-weigh...

https://www.investopedia.com/terms/m/money-weig...

Syfe portfolio benchmark on MSCI world index. I would say +10% time weighted would be on par with owning a world index ETF.

https://www.syfe.com/equity100

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  • The math tell you how much this portfolio generate for the time period, so you know the expected r...

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