3 Replies Latest reply on May 23, 2017 9:48 AM by Dipesh Surana

    Calculating Time weighted rate of return(TWRR)

    Dipesh Surana



      I am trying to calculate time weighted rate of return(TWRR) for an index.

      The formula I am using is ((1+ percent daily change)*(1+Previous value))-1.


      Here, previous value is the TWRR value in the previous row.


      While creating the calculated field it doesn't gives me any error, but when I try to drag the field on the rows it shows NULL values everywhere.


      Can someone help me figure this out?


      I have attached my tableau file.

      Thanks in advance.


      Dipesh Surana