---
title: "Time-Weighted Portfolio"
method: POST
path: "/portfolios/transformation/time-weighted"
tags: ["Portfolio Transformation"]
---

# Time-Weighted Portfolio

`POST /portfolios/transformation/time-weighted`

Compute time-weighted portfolio values from portfolio values and portfolio contributions/withdrawals.

References
* [Wikipedia, Time-weighted return](https://en.wikipedia.org/wiki/Time-weighted_return)
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
* [Kenneth B. Gray, Jr. and Robert B. K. Dewar. 1971. Axiomatic Characterization of the Time-Weighted Rate of Return", Management Science, Vol. 18, No. 2, pp. B32-B35](https://www.jstor.org/stable/2629526)

## Request body

- object
  - `portfolios` object[], required
    - `portfolioValues` object[], required — portfolioValues[t] contains portfolio value information at the date t
      - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates are distinct
      - `portfolioValue` number, required — The value of the portfolio at the date t, excluding any potential contribution or withdrawal possibly made at the same date
    - `portfolioContributions` object[] — portfolioValues[t] contains portfolio contributions information at the date t
      - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates are distinct; the date must be found in the array portfolioValues
      - `contributionAmount` number, required — The amount contributed to the portfolio at the date t
    - `portfolioWithdrawals` object[] — portfolioValues[t] contains portfolio withdrawals information at the date t
      - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates are distinct; the date must be found in the array portfolioValues
      - `withdrawalAmount` number, required — The amount withdrew from the portfolio at the date t

## Response `200`

OK

- object
  - `portfolios` object[], required
    - `portfolioValues` object[], required — portfolioValues[t] contains time-weighted portfolio value information at the date t
      - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates are distinct
      - `portfolioValue` number, required — The time-weighted value of the portfolio at the date t

---

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