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Time Period Benchmark Comparison

This report shows the return percentage based on your selected performance measure (TWR or MWR) over time compared to up to three selected benchmarks.

Field Description
Performance Measure

Shows one of the following for your account and for each selected benchmark:

  • Time-Weighted Return (TWR) for your account and each selected benchmark for each day, month or quarter, depending on your selected time period.
  • Money-Weighted Return (MWR) for your account and each selected benchmark for each month or quarter, depending on your selected time period. Note that MWR is not applicable to daily reports.