Performance calcs involving dividend

[mfmelb]

Hi Mark,

In the TWS performance calculation report, when a stock goes ex-dividend and the actual dividend payment occurs a few weeks or months later, when will this dividend value be pick-up in the TWS performance calculation - at ex-div date or when the dividend is receive?

Thanks

Matt

[Mark]

Hi Matt,

I think you had a typo in your post? I believe you are asking about the TWR (Time-Weight Return) calculation? The dividend is factored into the calculation for the date the dividend is received.