---
title: "Which AI Tool Can Separate Portfolio Deposits from Investment Returns?"
description: "A hypothetical balance rises 98% while the investor loses Rp2 million. Follow the actual Chat input and results to separate deposits, time-weighted returns and money-weighted returns."
author: "Trade Inc Research"
published_at: "2026-10-10T06:09:20Z"
updated_at: "2026-10-10T06:09:22Z"
canonical: "https://tradeinc.app/en/blog/ai-chat-portfolio-deposits-investment-return"
tickers: []
citations: ["https://www.gipsstandards.org/standards/gips-standards-for-firms/gips-standards-handbook-for-firms/"]
---

# Which AI Tool Can Separate Portfolio Deposits from Investment Returns?

A hypothetical balance rises 98% while the investor loses Rp2 million. Follow the actual Chat input and results to separate deposits, time-weighted returns and money-weighted returns.

Trade Inc Chat can help separate money you add to a portfolio from money the investments earn. In our hypothetical one-year demonstration, the balance rose from Rp100 million to Rp198 million, yet the investor lost Rp2 million after accounting for a Rp100 million deposit. Chat also calculated a positive 8% time-weighted return and a negative 1.3318% money-weighted return. Those figures answer different questions; they are not contradictory.

We tested the signed-in Chat interface in a Pro demo account on 10 October 2026. This is a worked calculation from supplied assumptions, not actual account performance, an IDX strategy backtest, or a forecast. Trade Inc publishes this guide about its own product.

## Key takeaways

- A rising account balance is not enough to establish an investment gain: deposits increase the balance too.
- Time-weighted return separates investment performance from external cash contributions. Money-weighted return also reflects when and how much the investor contributed.
- The demonstrated Chat answer matched our independent calculation on the first response. One example does not establish general accuracy or confirm automatic portfolio-reporting features.

## Start with the cash-flow timeline, not the percentage

Open **Percakapan** (Chat), start a new conversation, and enter the opening value, every external deposit or withdrawal, and the relevant valuations. In the Indonesian interface tested here, the response mode was **Cepat**; press **Kirim**, the upward-arrow button beside the composer.

![Trade Inc Chat composer containing the hypothetical portfolio input, with Cepat mode and the send arrow visible](https://cdn.sanity.io/images/eybaj6wm/production/b5e1783933ac942422f7b054e8e34d10b57449fd-1020x720.jpg)

*Step 1: the actual input screen before pressing Kirim. The numbers are invented teaching inputs, not a customer's holdings.*

The essential request was to use **Rp million and two exactly equal half-year periods**: start at 100; reach 120 immediately before the halfway deposit; add 100 to reach 220; finish at 198. We specified no other cash flows, fees, taxes or distributions and asked for the formulas as well as the results. No portfolio, Screener or backtest was created.

![Trade Inc Chat response showing the supplied 100, 120, 220 and 198 portfolio values and the deposit timeline](https://cdn.sanity.io/images/eybaj6wm/production/165c9caff27c0ac4c4e256418a3e450b06454849-1030x440.jpg)

*Step 2: Chat reconstructs the timeline. The halfway deposit occurs after the valuation of 120, producing the next starting value of 220.*

That before-and-after distinction is crucial. Treating 220 as investment growth from 100 would incorrectly include the new deposit in the first period's return.

## Check four different answers

| Measure | Calculation, using Rp million | Result |
| --- | --- | --- |
| Change in account balance | 198 − 100 | +98, or +98% of the opening balance |
| Investment profit after the additional deposit | 198 − 100 − 100 | −2 |
| Time-weighted return for the year | (120 / 100) × (198 / 220) − 1 | +8% |
| Effective annual money-weighted return | Solve 100(1 + r)² + 100(1 + r) = 198; then calculate (1 + r)² − 1 | −1.3318% |

Here, **r is the half-year internal rate of return**, approximately −0.6682%. It is not the annual rate. The initial 100 is invested for two half-years; the later 100 for one. The positive growth-factor root gives the economically relevant solution in this example.

Time-weighted return links the returns between external cash flows. Money-weighted return, often calculated using an internal rate of return, incorporates their timing and size. These distinctions are described in the [CFA Institute GIPS Standards Handbook for Firms](https://www.gipsstandards.org/standards/gips-standards-for-firms/gips-standards-handbook-for-firms/). We cite it for the measurement concepts, not to claim GIPS compliance for Trade Inc or this demonstration.

![Trade Inc Chat result comparing 98 percent balance growth, a Rp2 million loss, 8 percent time-weighted return and minus 1.3318 percent money-weighted return](https://cdn.sanity.io/images/eybaj6wm/production/7efb92fee43a3e77a40475b1800d46cb1db94ece-1180x550.jpg)

*Step 3: the actual answer and explanation. An independent calculation reproduced all five reported measures; no corrective follow-up was needed.*

## Why a positive return can accompany a cash loss

The first half earns 20% on 100: a gain of 20. After the deposit, the second half loses 10% on 220: a loss of 22. The investor therefore loses 2 overall even though linking the two period returns gives 1.20 × 0.90 − 1 = 8%.

More capital was exposed during the losing period. That explains this example without implying that adding money is inherently bad or that a different contribution date would improve future outcomes.

## When this workflow is useful—and when a spreadsheet is enough

Chat is useful when you want to ask why two performance figures disagree and inspect the assumptions in the same conversation. It can help audit a supplied calculation; it does not establish that your broker's balance or transaction history is correct.

For a short, fixed cash-flow list, a spreadsheet with checked formulas may be sufficient. For a real account, supply actual transaction dates and consistent valuations, including cash. Unequal intervals need a dated cash-flow calculation rather than the equal-half-year equation used here. Fees, taxes, withdrawals and distributions must be handled consistently.

This test verified Chat in one Pro account, not access across every plan. We did not verify automatic import of cash flows, built-in TWR/MWR portfolio reports, or an execution trace proving that Chat ran code. The visible output was a calculation with formulas, independently checked outside Chat. It is not an audited performance statement or investment advice.

The practical test is simple: before accepting a return percentage, identify its cash-flow treatment, measurement period and denominator. Missing valuations or deposit dates weaken the result; a reconciled cash ledger and reproducible formulas strengthen it.

## Related walkthroughs

- [Custom portfolio simulations in Chat](https://tradeinc.app/en/blog/ai-chat-portfolio-simulations)
- [Separating US-stock returns from the rupiah currency effect](https://tradeinc.app/en/blog/ai-chat-us-stock-rupiah-currency-return)


[1]: https://www.gipsstandards.org/standards/gips-standards-for-firms/gips-standards-handbook-for-firms/ "CFA Institute: GIPS Standards Handbook for Firms, time- and money-weighted return methodology"