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Is Your Return Calculated Correctly? Understanding Time-Weighted Return

2026-07-24
Mid-year deposits and withdrawals distort returns. Here is why TWR is used, and how to fill in the calculator.

A question many people get wrong

Start the year with 1 million, end with 1.2 million — that is a 20% return. No problem there.

But real life usually looks like this: start with 1 million, add 500,000 in June, end the year with 1.8 million. Now what is the return?

If you calculate (1.8m − 1m) ÷ 1m = 80%, that is badly wrong, because the 500,000 was money you deposited, not money you earned. But subtracting the capital and calling it (1.8m − 1.5m) ÷ 1.5m = 20% is not accurate either — that 500,000 was only invested for half the year and should not be measured against a full year.

The core problem is that the timing of cash flows severely distorts the return.

How TWR solves it

Time-Weighted Return has a straightforward idea: treat every cash flow as a dividing line, split the period into segments, calculate each separately, then chain them together.

The app's calculator splits by month, and each month's return is:

Monthly return = (Month-end assets − Net deposit this month) ÷ Previous month-end assets − 1

Deduct the money you put in yourself first; what remains is the result of your trading. Then multiply the twelve monthly returns together to get the year's TWR.

This figure has an important property: no matter how much you add or withdraw along the way, the result is unaffected. It measures your stock-picking and trading ability, not how much you saved.

Why the number is worth facing

Most people have no real sense of their own performance — they remember "the ones that went up" and forget the losers. TWR forces you to confront an honest number.

And because cash-flow noise is removed, it is directly comparable to the market. That is why the calculator has a "Beat the Market" feature: after a year of hard work picking stocks, did you beat simply holding an index ETF?

If the answer is no, that is valuable information — not bad news.

How to fill it in

You need two numbers each month:

Also fill in the year and starting assets (cash + holdings on 1 January) at the top.

Leave future months blank — the system only calculates months where you have entered month-end assets.

Practical notes

Finally

Returns are not for boasting; they are for reviewing. Once you have an honest, comparable number, you can answer the question that actually matters:

Does my method actually work?

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