Get true time-weighted rate of return (TTWROR) of total portfolio

Get true time-weighted rate of return (TTWROR) of total portfolio

get_portfolio_ttwror(path, nb_period = NULL,
                            period_type = "max")

Arguments

path

A single character string. Path where data are stored.

nb_period

An integer indicating the number of months. Default is NULL.

period_type

A single character string. Default max. Possible values max, weeks and months.

Value

A numeric for the true time-weighted rate of return (TTWROR) of your portfolio