Time Series Performance Calculator

A Python package for calculating and analyzing time series performance metrics for financial data.

Features

• Calculate annualized returns (CAGR method and days-based method)
• Generate monthly returns tables
• Create monthly cumulative returns tables
• Calculate relative performance against benchmarks
• Compute maximum drawdown metrics
• Calculate annualized volatility
• Generate performance tables with customizable formatting options

Installation

pip install timeseries-performance-calculator

Or install from source:

git clone https://github.com/nailen1/timeseries-performance-calculator.git
cd timeseries-performance-calculator
pip install -e .

Usage

# Code examples will be updated in future releases.
# Detailed usage examples and documentation will be provided in upcoming versions.

Note: This package is currently under development. More detailed usage examples and documentation will be provided in future updates.

Dependencies

• fund_insight_engine
• universal_timeseries_transformer
• string_date_controller
• canonical_transformer

License

MIT

Author

June Young Park (juneyoungpaak@gmail.com)