Calculation Menu¶
FinFacts ships with a library of institutional-grade analytics. Each calculation page below follows a consistent template so your team can align implementation, testing, and presentation across platforms.
Available Calculations¶
| Calculation | Focus | Link |
|---|---|---|
| Modified Dietz | Single-period money-weighted return | View template |
| Time-Weighted Return (TWR) | Chain-linked manager performance | View template |
| Contribution to Return (CTR) | Sector-level portfolio contribution | View template |
| Composite Return (Dietz Aggregation) | Multi-account composites | View template |
| Brinson–Fachler A/S/I | Allocation, selection, interaction attribution | View template |
| BF Link (Per-Group Carino) | Group-aware Carino linking | View template |
| Linking (Carino) | Periodic active return linking | View template |
| Linking (Menchero) | Log-based active attribution linking | View template |
| Linking (A/S/I Convenience) | Raw A/S/I to linked contributions | View template |
| Risk Analytics | Volatility, tracking error, and drawdown | View template |
| Fixed Income Active Attribution | Active spread/yield decomposition | View template |
| Fixed Income Brinson (Bucket Mode) | Brinson within duration buckets | View template |
| Fixed Income Effects | Factor-based fixed-income effects | View template |
| Fixed Income Scenarios | Rate/curve scenario sensitivities | View template |
| Fixed Income Validation | Pre-trade data integrity checks | View template |
Each template contains the calculation name, description, sample inputs, working, code snippets, output preview, and a short conclusion so teams can adapt them for documentation, training, or client-ready reports.