Why does ES3 and SPY TWRR differs from Bloomberg and Yahoo data?

Hi Evan,
Can I check why is the computed ES3 and SPY TWRR in stockcafe differ from Bloomberg data?
For example, the computed ytd twrr for SPY and ES3 are 14.4% and -9.44% in stockcafe. However, over at Bloomberg, the return are 17.35% and -7.99%.

I started my portfolio using 2nd Jan 2020 price, so I thought the benchmark’s ytd return would be similar? Did I miss anything?


Thank you for reaching out. I think first step would be using this debug tool that I build to check -> https://stocks.cafe/user/debug

Let me know if you can find anything there or if you need me to investigate further.


hi, I do not know what to look out for. however, the data you gave me is my portfolio’s twrr?

What I am curious about is the benchmark’s return.

If we just look at SPY (YTD till 17 Dec 2020), I am getting differing return from differing websites. So I am just curious why the difference? Also stockcafe value is further from the other 3 values. Is exchange rate a consideration? or timing at which they are computed affects the outcome?

Bloomberg shows YTD return to be 17.85%
Morningstar shows YTD return to be 17.35%
Yahoo finance shows YTD return to be 16.41%
Stockcafe shows YTD to be 14.36%

So again I am just curious and wandering if you have any insight on the possible reasons behind these differences.

Okay. Let me spend some time to investigate this in a few days.

thanks for your effort.

Spent some time on it. Seems like it is more complex than I thought.

Best solution is to re-implement this logic in two different ways (daily vs overall) and make sure that they tally. Would need more time.

no worry, take your time. thanks so much for looking into it.