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time-weighted return

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Financial Dictionary

time-weighted return

A rate-of-return measure of portfolio performance that gives equal weight to each period included in the study regardless of any differences in amounts invested in each period.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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Weighted at Amazon
Save up to 50% on Sports & More Qualified orders over $25 ship free
Amazon.com/exercise
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