Mephistopheles Posted December 31, 2016 Share Posted December 31, 2016 I downloaded Bogle's spreadsheet but the formulas are hard to wrap my head around. Additionally, it uses only month end values, and I'd like to be precise and use daily values. If anyone can provide a formula or even spreadsheet that illustrates the calculations in simple terms, I'd much appreciate it. Thank you! Link to comment Share on other sites More sharing options...
racemize Posted December 31, 2016 Share Posted December 31, 2016 Time weighted returns are easy, maybe you mean something else? Anyway, Time weighted returns are just the simple returns strung together for each period: TWRR = (1+SRR1)*(1+SRR2)*...(1+SRRn) Money/time weighted returns can be calculated via XIRR in a spreadsheet. Link to comment Share on other sites More sharing options...
racemize Posted December 31, 2016 Share Posted December 31, 2016 Bogleheads has some spreadsheets in the wiki: https://www.bogleheads.org/wiki/Calculating_personal_returns Link to comment Share on other sites More sharing options...
Mephistopheles Posted January 3, 2017 Author Share Posted January 3, 2017 Ah, you're right race, that's what I was looking for, and it's so simple too. I did download Bogle's spreadsheet, saw all the complex formulas, and got intimidated haha. Thanks! Link to comment Share on other sites More sharing options...
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