计算R中的时间加权回报率

Question

是否有R函数或库可以为我的投资组合提供每月（或任何其他指定的时间范围）时间加权回报率（twrr）？

我在下面的日期和投资组合结束余额中包含了一个样本数据的输入转储。不知道为什么日期会按照它们的方式进行调整，但是第一个日期12053是'2003-01-01'，最后一个日期12195是'2003-05-23'。

portfolio.df <- structure(
    list(
        Date = structure(c(12053, 12054, 12055, 12058, 
            12059, 12060, 12061, 12062, 12065, 12066, 12067, 12068, 12069, 
            12073, 12074, 12075, 12076, 12079, 12080, 12081, 12082, 12083, 
            12086, 12087, 12088, 12089, 12090, 12093, 12094, 12095, 12096, 
            12097, 12101, 12102, 12103, 12104, 12107, 12108, 12109, 12110, 
            12111, 12114, 12115, 12116, 12117, 12118, 12121, 12122, 12123, 
            12124, 12125, 12128, 12129, 12130, 12131, 12132, 12135, 12136, 
            12137, 12138, 12139, 12142, 12143, 12144, 12145, 12146, 12149, 
            12150, 12151, 12152, 12153, 12156, 12157, 12158, 12159, 12163, 
            12164, 12165, 12166, 12167, 12170, 12171, 12172, 12173, 12174, 
            12177, 12178, 12179, 12180, 12181, 12184, 12185, 12186, 12187, 
            12188, 12191, 12192, 12193, 12194, 12195), 
        class = "Date"), 
        Ending_Balance = c(56250000L, 
            56852500L, 57080000L, 57355000L, 57477500L, 56817500L, 57885000L, 
            57810000L, 57732500L, 57670000L, 57520000L, 57285000L, 57270000L, 
            56655000L, 55802500L, 56337500L, 55642500L, 54510000L, 54987500L, 
            55802500L, 56065000L, 56865000L, 56635000L, 56497500L, 56640000L, 
            56155000L, 55757500L, 55972500L, 55865000L, 55535000L, 55885000L, 
            56840000L, 56902500L, 56945000L, 56622500L, 57012500L, 57200000L, 
            58072500L, 57612500L, 57447500L, 57157500L, 57032500L, 57405000L, 
            57502500L, 56785000L, 57007500L, 56342500L, 55697500L, 56655000L, 
            56900000L, 57002500L, 57465000L, 57467500L, 57382500L, 57982500L, 
            56562500L, 58065000L, 58935000L, 58502500L, 58200000L, 57767500L, 
            57757500L, 58055000L, 58305000L, 58277500L, 58295000L, 59047500L, 
            58907500L, 59125000L, 59072500L, 59107500L, 59315000L, 59690000L, 
            58957500L, 59407500L, 59385000L, 59965000L, 60297500L, 59890000L, 
            59822500L, 60367500L, 60407500L, 60380000L, 60815000L, 61155000L, 
            61080000L, 61132500L, 61265000L, 60912500L, 61107500L, 61445000L, 
            61345000L, 61137500L, 61035000L, 60707500L, 61340000L, 61365000L, 
            61402500L, 61640000L, 61675000L)), 
    .Names = c("Date", "Ending_Balance"), 
    row.names = c(NA, 100L), 
    class = "data.frame")