TWR vs ROI

[mar]

I am looking to calculate the TWR and ROI of the portfolios I am managing.

I have some stocks that have been bought for the same client/fund but under two brokers over time.

Does anyone know if the TWR and ROI for a current holding of a stock will include all purchases/sales of a stock regardless of which broker held the position?

Is there a way to download or audit the calculations to double check the performance numbers?

[Mark]

Hi mar,

Yes, the yield calculations will factor in all the recorded transactions in whatever object (sub-portfolio, category, investment type, etc) that you are calculating the yields for.

Yes, you can turn on logging of these calculations. See "Options / General Preferences... / Yields" and turn on "Log Calculation Details for ROI/TWR Yields". Press "Help..." in that dialog box for help finding the logs on the hard drive, or use "Help / Logs / ROI/TWR Yield Calculations..." to open them. To use these logs, first turn on the option, and then create the report, or refresh it somehow to force it to re-calculate, like change a date or something. Then you can look in the logs for the just completed calculation details.

You might also find it helpful to look at the equations used in ROI/TWR yields as shown in the online help. It will make it a bit easier to understand the log files.