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1. Re: Calculating Time weighted rate of return(TWRR)
Jim Dehner May 23, 2017 9:33 AM (in response to Dipesh Surana)Hi
I'm not familiar with the financial formula but I think your formula needs to be (1+ [percent daily change])*(1+PREVIOUS_VALUE([percent daily change]))1
see below
Let me know if that helped
Jim

CrossTab Example.twbx 250.9 KB


2. Re: Calculating Time weighted rate of return(TWRR)
Dipesh Surana May 23, 2017 9:38 AM (in response to Jim Dehner)Thanks Jim.
But the formula needs the previous value of the same field. Something like self referring itself to its previous value.
TWRR = (1+ [percent daily change])*(1+PREVIOUS_VALUE([TWRR]))1

3. Re: Calculating Time weighted rate of return(TWRR)
Dipesh Surana May 23, 2017 9:48 AM (in response to Dipesh Surana)Got it. Previous_value(0) or Previous_value(1) works to get the previous value of the same field.
And the NULL error was solved using ZN in the other calculations which makes NULL values change to 0.
Thanks,
Dipesh