tblContrToRet: Table: constituent contribution to portfolio return

In alejandro-sotolongo/InvTools:

Usage

tblContrToRet(port, xwin = c("dtd", "wtd", "mtd", "qtd", "ytd", "ttm"),
  asof = Sys.Date())

Arguments

port	Portfolio object
asof	As of or ending date for range of return contribution
win	vector of calendar periods to set range of return contribution

Details

The return contribution analysis is conducted on current funds that have a non-zero weight. If there is a rebalance during the period or the portfolio has fees there will likely be a residual or difference between the sum of the assets' contribution to return and the total portfolio return.

Value

list containing numeric and character formatted table

alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.