Hi all,

Opening the thread again as beangrow its now integrated into Fava thanks to 
this plugin https://github.com/andreasgerstmayr/fava-portfolio-returns

I have a question, I'm unable to configure beangrow to treat the investment 
as a whole, instead of commodity by commodity and aggregating them as a 
single investment. What I mean is, is it possible to use beangrow to 
calculate returns of money inflows-outflows of a group of accounts, without 
taking into considerations the buys/sells, but all the money transferred 
into that account and its current market value?

Thanks
Pablo
On Wednesday, June 15, 2022 at 4:58:13 AM UTC+2 Red S wrote:

> Thanks for sharing! Computing and displaying rate of returns is definitely 
> a useful thing to have, and I'd love to see a "standard" solution for this 
> for Beancount and Fava. A few challenges:
>
> 1. Extracting cashflows turned out to be far trickier than I'd imagined 
> when I tried this a few years ago. I also tried hoostus' portfolio-returns 
> <https://github.com/hoostus/portfolio-returns>, and though the code is 
> clear and helpful, I found that it failed to consider several cases, 
> because of which it produced between small and very large errors compared 
> to what I was seeing at my broker, for example.
>
> 2. Verification that the right cashflows were used is a challenge. It's 
> impossible to have faith in the returns numbers without such verification.
>
> Martin wrote and shared beangrow <https://github.com/beancount/beangrow/> 
> which solves 1 and 2 above very well. See Martin's doc 
> <https://docs.google.com/document/d/1nPsMIunLnDvdsg6TSsd0PZb7jngojNpFlqnaX36WRp8/edit>
>  
> for more. It also covers grouping, which you mentioned as well. Also see my 
> review of beangrow 
> <https://docs.google.com/document/d/1FsbdqbPWaupPg67kZp1CK0BoX2Ri4WhGnLa5vNTBBAs/edit#heading=h.xclbp6hivw20>
> .
>
> Just at thought, given all of that: it would be awesome if your backend 
> could be made to work with beangrow instead.
>
>
> On Friday, October 15, 2021 at 7:08:10 AM UTC-7 Phractured Blue 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
>>
>>

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