GetTimeWeightedReturn

GetTimeWeightedReturn ();

Description

Returns the Time-Weighted Return (TWR) value for the currently selected account. TWR is a performance metric that tracks profitability of the currently selected account over time, isolating market-based gains or losses from cash movements like deposits, withdrawals, or dividends. 

Example

declare lower;

plot TWR = GetTimeWeightedReturn();
TWR.SetDefaultColor(Color.CYAN);

This example plots the Time-Weighted Return (TWR) for the currently selected account on the chart.