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MonkeyMarkets's avatar

Not critical but a possible satisfying feature would be to allow users to toggle between different return metrics. E.g. currently, due to a recent deposit, I'm up 3% TWR while up 89% in CWFR. I'm very glad that CWFR is the primary metric (since it's more insightful + TWR is easy to calculate) but I can imagine situations where a user might want multiple ways to evaluate their performance. Just a thought...

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AS's avatar

Can we get a toggle to switch between CWR and TWR?

Currently there is no way to compare individual strategy performance to SPY for example.

Thanks 🙏

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Jaewon Jung's avatar

Both ways of return calculations are available for individual spells and you can compare their TWR curves against a benchmark like SPY. They are not available for the entire portfolio returns, though.

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AS's avatar

Thanks for the fast reply.

So for individual spells I can toggle between CWR and TWR?

In addition, the All Time balance for individual spells is in TWR or CWR?

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Jaewon Jung's avatar

Yes. The "All Time" column is in CWR. You can see both in action in my portfolio update posts.

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AS's avatar

thanks, 1 quick question to make sure I got it right.

the Cast Taxable for individual spell shows the returns as TWR vs the benchmark ticker returns also in TWR?

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Jaewon Jung's avatar

Assuming you're talking about the "%" mode, not the "$" mode, yes, they are in TWR.

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MonkeyMarkets's avatar

Love the change. I'm always frustrated with with how difficult it is to track performance at brokers across strategies. Again and again, your attention to detail amazes me. Whenever, I want some feature (or often before I even know I want it), I find you implementing it at QM. I admire how carefully and deeply you think about your product.

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Jaewon Jung's avatar

Thank you for the kind words!

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