Time-weighted return (TWR) calculates an investment portfolio or fund’s performance while accounting for external cash flows. Investment funds usually have money flowing in or out at various times.

When it comes to evaluating investment performance, investors and financial professionals rely on various metrics to gain insights into the effectiveness of their strategies. One such crucial measure ...

The National Bureau of Economic Research takes time to define periods of economic expansion and contraction - and they do so in hindsight; equity markets are not trading based on these ...

When viewing market index performance numbers, it is important to remember the difference between capitalization-weighted indices such as the S&P 500 Index (SPX) and price-weighted indices like the ...

Finastra’s Fusion Invest combines private and public market investments, allowing portfolio managers and performance officers to access performance analytics (time-weighted and money-weighted internal ...

The S&P 500 Revenue-Weighted Index assigns company weights based on revenue rather than market capitalization. Read more here ...

Explore more from the Nasdaq Investment Intelligence Index Research team discussing indexes performance on TradeTalks. Nasdaq Director of Index Research & Development Mark Marex joins Jill Malandrino ...