Verified client performance

TWR outperforms NIFTY 50

2024-05-14 → 2025-03-28. Numbers are flow-neutral Time-Weighted Returns (TWR), using broker bills and ledger cashflow files. No MTM, no derivatives.

TWR (desk)

22.58%

NIFTY 50

5.86%

Excess 16.72%

Winning days

71.03%

Max drawdown

-2.48%

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Charts at a glance

These are realized-only views pulled from broker bills. No synthetic MTM. Each chart is available on request as part of the proof pack.

Strategy vs NIFTY 50
2024-05-14 base = 100. Strategy TWR vs NIFTY 50 price return.
Equity curve
Equity = realized PnL + flows.
Cumulative realized PnL
FIFO realized PnL (charges excluded).
Drawdown
Peak-to-trough drawdown on the equity curve.
Rolling 30-day TWR
Rolling 30-day TWR to track consistency.

Verification stack

  • Source of truth: broker contract notes + bank ledger exports.
  • PnL engine: strict FIFO per symbol, short reconciliation, realized-only.
  • TWR math: daily realized PnL ÷ start-of-day equity, compounded.
  • Benchmark: NIFTY 50 spot closes, normalized to 100 on 2024-05-14.

Charts only are public; raw files stay private. Request a proof pack if you need sample bills, ledger extracts, and checksums.

Proof ID · a64d988b4e

TWR in one minute

  1. TWR strips deposits/withdrawals so you see pure strategy skill.
  2. Daily return = realized PnL ÷ start-of-day equity. We compound those values.
  3. If desk TWR > index return for the same dates, we outperformed.

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