# Tag Info

* For a given period t and a set of securities and cash denoted with index i which individually have returns r and weights w in a portfolio the portfolio return could be computed as $$R = \sum_i w^s _i r^s _i + w_i^l r_i^l$$ where the sups l and s mean short and and long respectively. Note that the weights need to sum up to unity  \sum_i (w^s_i + ...