Fix net performance percentage of date ranges

apps/api/src/app/portfolio/calculator/portfolio-calculator.ts

@@ -794,9 +794,11 @@ export abstract class PortfolioCalculator {
 
     const chart: HistoricalDataItem[] = [];
 
+    let grossPerformanceAtStartDate: number;
     let grossPerformanceWithCurrencyEffectAtStartDate: number;
     let netPerformanceAtStartDate: number;
     let netPerformanceWithCurrencyEffectAtStartDate: number;
+    const timeWeightedInvestmentValues: number[] = [];
     const timeWeightedInvestmentValuesWithCurrencyEffect: number[] = [];
 
     for (const historicalDataItem of historicalData) {
@@ -804,6 +806,9 @@ export abstract class PortfolioCalculator {
 
       if (!isBefore(date, start) && !isAfter(date, end)) {
         if (!isNumber(netPerformanceAtStartDate)) {
+          grossPerformanceAtStartDate =
+            historicalDataItem.value - historicalDataItem.totalInvestment;
+
           grossPerformanceWithCurrencyEffectAtStartDate =
             historicalDataItem.valueWithCurrencyEffect -
             historicalDataItem.totalInvestmentValueWithCurrencyEffect;
@@ -821,11 +826,16 @@ export abstract class PortfolioCalculator {
           historicalDataItem.netPerformanceWithCurrencyEffect -
           netPerformanceWithCurrencyEffectAtStartDate;
 
+        // Add the gross performance at the start date of the range to the
+        // investment of each day. Thus the range starts with the value of its
+        // first day, and subsequent buy and sell activities stay included.
+        if (historicalDataItem.totalInvestment > 0) {
+          timeWeightedInvestmentValues.push(
+            historicalDataItem.totalInvestment + grossPerformanceAtStartDate
+          );
+        }
+
         if (historicalDataItem.totalInvestmentValueWithCurrencyEffect > 0) {
-          // Add the gross performance at the start date of the range to the
-          // investment of each day. Thus the range starts with the value of
-          // its first day, and subsequent buy and sell activities stay
-          // included.
           timeWeightedInvestmentValuesWithCurrencyEffect.push(
             historicalDataItem.totalInvestmentValueWithCurrencyEffect +
               grossPerformanceWithCurrencyEffectAtStartDate
@@ -833,6 +843,12 @@ export abstract class PortfolioCalculator {
         }
 
         const timeWeightedInvestmentValue =
+          timeWeightedInvestmentValues.length > 0
+            ? sum(timeWeightedInvestmentValues) /
+              timeWeightedInvestmentValues.length
+            : 0;
+
+        const timeWeightedInvestmentValueWithCurrencyEffect =
           timeWeightedInvestmentValuesWithCurrencyEffect.length > 0
             ? sum(timeWeightedInvestmentValuesWithCurrencyEffect) /
               timeWeightedInvestmentValuesWithCurrencyEffect.length
@@ -848,9 +864,9 @@ export abstract class PortfolioCalculator {
               ? netPerformanceSinceStartDate / timeWeightedInvestmentValue
               : 0,
           netPerformanceInPercentageWithCurrencyEffect:
-            timeWeightedInvestmentValue > 0
+            timeWeightedInvestmentValueWithCurrencyEffect > 0
               ? netPerformanceWithCurrencyEffectSinceStartDate /
-                timeWeightedInvestmentValue
+                timeWeightedInvestmentValueWithCurrencyEffect
               : 0
         });
       }

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -285,7 +285,7 @@ describe('PortfolioCalculator', () => {
         '1d': {
           date: '2018-01-01',
           netPerformance: -486.0860160000011,
-          netPerformanceInPercentage: -0.035084130151423504,
+          netPerformanceInPercentage: -0.035263202509112565,
           netPerformanceInPercentageWithCurrencyEffect: -0.040162295064062624,
           netPerformanceWithCurrencyEffect: -556.4433239999998,
           totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
@@ -294,7 +294,7 @@ describe('PortfolioCalculator', () => {
         max: {
           date: '2018-01-01',
           netPerformance: 26458.9121202,
-          netPerformanceInPercentage: 41.63298219956282,
+          netPerformanceInPercentage: 42.50435329547954,
           netPerformanceInPercentageWithCurrencyEffect: 41.72313811883715,
           netPerformanceWithCurrencyEffect: 26516.2087014,
           totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
@@ -303,7 +303,7 @@ describe('PortfolioCalculator', () => {
         ytd: {
           date: '2018-01-01',
           netPerformance: -486.0860160000011,
-          netPerformanceInPercentage: -0.035084130151423504,
+          netPerformanceInPercentage: -0.035263202509112565,
           netPerformanceInPercentageWithCurrencyEffect: -0.040162295064062624,
           netPerformanceWithCurrencyEffect: -556.4433239999998,
           totalInvestmentValueWithCurrencyEffect: 318.54266729999995,