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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.
Portfolio expected return = 0.4R 1 + 0.5R 2 + 0.1R 3 = 0.4[R f +1.2(R m-R f)]+ 0.5[R f +0.8(R m-R f)]+ 0.1[R f +1.8(R m-R f)] = R f +1.06(R m-R f)] DIF: H REF: 7.2 Risk and Return for Portfolios 22. A portfolio consists 20% of a risk-free asset and 80% of a stock. The risk-free return is 4%. The stock has an expected return of 15% and a standard deviation of 30%.