Nice project! On Fri, Oct 15, 2021 at 7:08 AM Phractured Blue <[email protected]> wrote:
> 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 > <https://groups.google.com/d/msgid/beancount/24ed53aa-bc21-4fad-bfb3-ced422062857n%40googlegroups.com?utm_medium=email&utm_source=footer> > . > -- 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/CACGEkZsGgUzL_xWG5KJNU%3D3aAKex4KUNObkm7B%3D1O2XC_uCKTg%40mail.gmail.com.
