I've developed a Fava plugin that can calculate a portfolio summary. With several features I've not seen brought together in one place before.
What I needed was a way to group my various accounts by type (Roth, Pre-Tax retirement, Post-Tax investment, Cash) to see the total value of each group. Additionally I was interested in comparing the performance of managed vs un-managed accounts (which is not straight-forward given the sporadic cash-flow increases). I settled on calculating the TWRR (Time-Weighted Rate of Return) and MWRR (Money-Weighted Rate of Return) along with Cost and Balance for each account along with the account groups. Calculating TWRR can be very expensive (even though the MWRR algorithm is significantly more costly) due to the need to calculate the balance at each cashflow point, so by default TWRR calculation is disabled. It takes about 15 seconds to calculate TWR for ~1000 cash-flow transactions on my portfolio. I'm no financial wizard, so the MWRR code is based off the 'portfolio-returns' project ( https://github.com/hoostus/portfolio-returns), and I just hope I got the TWRR calculation correct. I based the portfolio groups off the fava-classy-portfolio project (https://github.com/seltzered/fava-classy-portfolio) I thought others may have a similar need, so if you there is any interest, the project can be found here: https://github.com/PhracturedBlue/fava-portfolio-summary -- You received this message because you are subscribed to the Google Groups "Beancount" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To view this discussion on the web visit https://groups.google.com/d/msgid/beancount/24ed53aa-bc21-4fad-bfb3-ced422062857n%40googlegroups.com.
