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 ...

Year-to-date, the return spread between the market-cap-weighted S&P 500 and its equal-weight counterpart is 10%. Some market participants view the outperformance of large caps as a sign of market ...

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 ...

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 ...

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 ...