TWRR -time-weighted return

[juliliscarmo]

Hello everyone,

I'm trying to do TWRR (time-weighted return) on Power BI. Therefore, the formula consists of two steps, first the increment value of two periods (+1), and then the product value of the increment.
I did the increment measure, but I can not use a measure in the PRODUCT formula.
Do you have any idea how I can solve this?

[Anonymous · Accepted solution]

Hi @juliliscarmo,

Maybe you can try to use below formula, I extend measure as column and add to variable table, then use this variable table and new column to calculate.

Product Increase =
VAR temp =
    ADDCOLUMNS ( ALLSELECTED ( Table1 ), "InCrease", [increase] )
RETURN
    PRODUCTX ( FILTER ( temp, [ID] = MAX ( Table1[ID] ) ), 1 + [InCrease] )

Regards,

Xiaoxin Sheng

[juliliscarmo]

Hi @Anonymous it didn't work. Could you please send me the file you have made.
Thank you
Juli

[Anonymous]

Hi @juliliscarmo,

I attach it below.

Regards,

Xiaoxin Sheng

[juliliscarmo]

Thank you!