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Time-weighted return. Related Articles. Time-weighted returns is a measure of the compound rate of return of a portfolio over a stated period of time. It requires a set of sub-period returns to be calculated whenever there is an external cash flow, such as a deposit or withdrawal from the portfolio.
The generalized volatility Ï T for time horizon T in years is expressed as: Therefore, if the daily logarithmic returns of a stock have a standard deviation of Ï SD and the time period of returns is P, the annualized volatility is. A common assumption is that P = 1/252 (there are 252 trading days in any given year). Then, if Ï SD = 0.01 the annualized volatility is.