{
    "id": "crossasset_portfolio-02",
    "category": "crossasset_portfolio",
    "category_name": "跨資產投資組合",
    "title": "時間加權、資金加權與基準績效",
    "question": "時間加權、資金加權與基準績效",
    "chart": "line",
    "metric": "時間加權、資金加權與基準績效",
    "secondary": "TWR 累積線＋MWR 及基準卡",
    "x": "觀察期／樣本",
    "y": "示例數值",
    "panels": [
        "時間加權、資金加權與基準績效",
        "TWR 累積線＋MWR 及基準卡",
        "資料明細"
    ],
    "filters": [
        "標的／市場",
        "分析區間",
        "基準／參數"
    ],
    "apis": [
        "EOD",
        "USER_MASTER"
    ],
    "calculation": "在外部現金流時點切分，TWR=Π(1+r_subperiod)-1；MWR 解 ΣCF_k/(1+r)^year_fraction_k=0（含期末價值）。",
    "caveat": "無精確流量時用 Modified Dietz 等近似並標示；投資者淨回報須含實際費用，MWR 可能無解或多解。",
    "inputs": "USER/BROKER: 真實持倉變動、外部現金流時間及估值\nEOD/FX: 估值\nEOD: 匹配基準",
    "extra_inputs": "依左側必要欄位與限制核實",
    "data_class": "必需用戶或券商資料",
    "complexity": "原生＋主檔／用戶資料",
    "rank": 2,
    "stage": "P0",
    "collection": "product",
    "source_urls": [
        "https://eodhd.com/financial-apis/api-for-historical-data-and-volumes",
        "https://eodhd.com/financial-apis/user-api",
        "https://eodhd.com/financial-apis/list-supported-forex-currencies"
    ],
    "requires_user_input": true,
    "requires_extra_plan": false,
    "cadence": "示例資料",
    "sample_labels": [
        "2019",
        "2020",
        "2021",
        "2022",
        "2023",
        "2024"
    ],
    "sample_annotation": {
        "sample": true,
        "as_of": "2026-10-16",
        "notice": "Charts and tables for this report are generated, deterministic synthetic sample observations for educational layout and unit demonstration only. No provider, market data or analysis engine is called, and nothing here is a statement about real securities.",
        "notice_zh": "此報告的圖表與數據為確定性生成的合成示例數據，僅供教育及版面展示；並無連接任何資料供應商或實際分析引擎，不代表任何真實證券的表現。",
        "default_filters": {
            "symbol": "0700.HK",
            "period": "1Y",
            "benchmark": "HSI"
        },
        "filters": {
            "symbol": [
                "0700.HK",
                "0005.HK",
                "AAPL.US",
                "MSFT.US",
                "SPY.US",
                "BTC-USD.CC"
            ],
            "period": [
                "1Y",
                "3Y",
                "5Y"
            ],
            "benchmark": [
                "HSI",
                "SPX",
                "BTC"
            ]
        },
        "library": {
            "version": "2026-10-19",
            "source": "https://chatgpt.com/share/6ad67223-c610-83e8-adb2-33aaf792e584",
            "sample": true
        }
    }
}